+31.7%
KRE vs VRSK
-11.8%
+43.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.8% | -5.2% | +3.3% | -0.8% |
| 30D | -4.5% | -2.3% | -2.2% | -4.2% |
| 3M | +2.7% | -2.9% | +5.7% | +2.9% |
| 6M | +16.9% | -12.8% | +29.7% | +19.8% |
| YTD | +15.4% | -20.8% | +36.2% | +21.2% |
| 1Y | +16.1% | -33.2% | +49.3% | +28.8% |
| 3Y | +85.7% | -26.6% | +112.3% | +94.8% |
| All | +31.7% | -11.8% | +43.5% | +24.4% |
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