+1,052.7%
KEYS vs VRSK
+211.2%
+841.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +0.9% | -7.7% | +8.7% | +4.0% |
| 30D | -5.3% | -2.8% | -2.4% | -4.7% |
| 3M | +0.5% | -3.7% | +4.2% | -0.3% |
| 6M | +14.0% | -12.8% | +26.8% | +16.8% |
| YTD | +60.3% | -21.0% | +81.2% | +71.0% |
| 1Y | +91.3% | -32.5% | +123.8% | +119.5% |
| 3Y | +146.1% | -26.5% | +172.7% | +162.0% |
| 5Y | +80.8% | -11.5% | +92.3% | +70.5% |
| 10Y | +1,002.8% | +125.7% | +877.1% | +554.6% |
| All | +1,052.7% | +211.2% | +841.6% | +502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling