-11.1%
VRSK vs KEEL
-34.6%
+23.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | +0.2% |
| 7D | -5.2% | +2.9% | -8.0% | -5.2% |
| 30D | -2.3% | +0.8% | -3.2% | -2.4% |
| 3M | -2.9% | -35.3% | +32.4% | -2.5% |
| 6M | -12.8% | +59.4% | -72.2% | -14.4% |
| YTD | -20.8% | +51.9% | -72.7% | -22.4% |
| 1Y | -33.2% | +75.0% | -108.2% | -35.3% |
| 3Y | -26.6% | +224.5% | -251.1% | -33.8% |
| All | -11.1% | -34.6% | +23.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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