-38.2%
KEEL vs URA
+121.8%
-160.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.0% | -3.3% | -3.4% |
| 7D | +2.7% | -1.5% | +4.2% | +4.5% |
| 30D | +4.6% | -0.4% | +4.9% | +5.8% |
| 3M | -34.5% | +6.3% | -40.7% | -36.7% |
| 6M | +59.3% | -14.0% | +73.2% | +88.6% |
| YTD | +46.4% | +5.3% | +41.1% | +45.0% |
| 1Y | +96.6% | +11.7% | +84.9% | +87.9% |
| 3Y | +182.0% | +109.8% | +72.2% | +35.8% |
| 5Y | -38.2% | +108.0% | -146.2% | -68.6% |
| All | -38.2% | +121.8% | -160.1% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling