+312.2%
KEEL vs URA
+492.6%
-180.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +4.9% |
| 7D | +21.5% | +8.1% | +13.4% | +14.1% |
| 30D | -3.9% | +5.8% | -9.6% | -7.7% |
| 3M | -34.1% | +3.4% | -37.5% | -34.6% |
| 6M | +82.8% | -2.6% | +85.5% | +92.2% |
| YTD | +58.7% | +11.2% | +47.6% | +52.4% |
| 1Y | +191.4% | +19.8% | +171.6% | +170.0% |
| 3Y | +205.7% | +121.5% | +84.3% | +68.8% |
| 5Y | -37.0% | +134.5% | -171.5% | -65.0% |
| All | +312.2% | +492.6% | -180.4% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling