-24.5%
KVUE vs VRSK
-13.8%
-10.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -5.1% | -5.2% | 0.0% | -4.2% |
| 30D | -6.3% | -2.3% | -4.0% | -6.0% |
| 3M | -0.5% | -2.9% | +2.4% | -0.1% |
| 6M | +3.1% | -12.8% | +15.9% | +5.7% |
| YTD | +6.7% | -20.8% | +27.5% | +11.7% |
| 1Y | -1.1% | -33.2% | +32.1% | +8.8% |
| 3Y | -8.7% | -26.6% | +17.8% | -1.4% |
| All | -24.5% | -13.8% | -10.7% | -20.3% |
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