-35.7%
AUR vs KEYS
+137.1%
-172.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -2.2% |
| 7D | +1.4% | +3.5% | -2.1% | -1.9% |
| 30D | -6.4% | -4.5% | -1.9% | -2.3% |
| 3M | +7.7% | -0.4% | +8.1% | +6.5% |
| 6M | +44.5% | +19.1% | +25.4% | +18.0% |
| YTD | +67.4% | +66.7% | +0.8% | -9.6% |
| 1Y | +15.4% | +96.5% | -81.0% | -48.8% |
| 3Y | +94.8% | +155.2% | -60.3% | -32.3% |
| 5Y | -35.1% | +88.0% | -123.1% | -68.7% |
| All | -35.7% | +137.1% | -172.8% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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