+85.7%
KRE vs VRSK
-26.5%
+112.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.8% | -5.2% | +3.3% | -1.3% |
| 30D | -4.5% | -2.3% | -2.2% | -4.4% |
| 3M | +2.7% | -2.9% | +5.7% | +2.8% |
| 6M | +16.9% | -12.8% | +29.7% | +18.5% |
| YTD | +15.4% | -20.8% | +36.2% | +19.1% |
| 1Y | +16.1% | -33.2% | +49.3% | +24.4% |
| 3Y | +85.7% | -26.6% | +112.3% | +84.4% |
| All | +85.7% | -26.5% | +112.2% | +84.4% |
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 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