+224.5%
KEEL vs URA
+101.1%
+123.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.3% | +7.0% | +6.8% |
| 7D | +2.9% | -5.5% | +8.4% | +8.5% |
| 30D | +0.8% | -3.7% | +4.5% | +5.1% |
| 3M | -35.3% | -2.9% | -32.4% | -32.4% |
| 6M | +59.4% | -15.2% | +74.6% | +89.0% |
| YTD | +51.9% | +1.9% | +50.0% | +57.1% |
| 1Y | +75.0% | +6.9% | +68.1% | +80.2% |
| 3Y | +224.5% | +99.6% | +124.9% | +121.7% |
| All | +224.5% | +101.1% | +123.5% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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