+274.4%
KLAC vs VRSK
-26.5%
+300.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -2.7% | -5.2% | +2.5% | -3.8% |
| 30D | -13.2% | -2.3% | -10.8% | -13.5% |
| 3M | -25.0% | -2.9% | -22.1% | -25.1% |
| 6M | +23.6% | -12.8% | +36.4% | +24.2% |
| YTD | +49.2% | -20.8% | +70.0% | +50.2% |
| 1Y | +89.3% | -33.2% | +122.5% | +93.9% |
| 3Y | +274.4% | -26.6% | +300.9% | +268.5% |
| All | +274.4% | -26.5% | +300.8% | +268.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling