+90.1%
KEYS vs VRSK
-11.8%
+101.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -5.2% | +8.7% | +4.6% |
| 30D | -4.5% | -2.3% | -2.2% | -4.3% |
| 3M | -0.4% | -2.9% | +2.5% | -1.4% |
| 6M | +19.1% | -12.8% | +31.9% | +22.0% |
| YTD | +66.7% | -20.8% | +87.5% | +75.9% |
| 1Y | +96.5% | -33.2% | +129.7% | +122.9% |
| 3Y | +155.2% | -26.6% | +181.7% | +166.2% |
| All | +90.1% | -11.8% | +101.8% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling