+26.9%
KRE vs VRSK
-8.8%
+35.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +2.8% | +4.2% | -1.4% | +2.9% |
| 30D | +5.3% | +21.2% | -15.9% | +6.2% |
| 3M | -4.2% | +2.9% | -7.1% | -4.1% |
| 6M | +8.7% | +11.3% | -2.6% | +9.6% |
| YTD | +16.4% | -10.8% | +27.2% | +14.1% |
| 1Y | +26.9% | -9.2% | +36.0% | +25.0% |
| All | +26.9% | -8.8% | +35.7% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling