+99.5%
KEY vs URA
+277.9%
-178.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -0.5% | +2.9% | -3.4% | -1.5% |
| 30D | +6.7% | -10.8% | +17.5% | +10.3% |
| 3M | -4.6% | -25.5% | +20.9% | +3.9% |
| 6M | +2.6% | -41.2% | +43.8% | +19.5% |
| YTD | +7.0% | -21.3% | +28.2% | +10.2% |
| 1Y | +23.5% | -25.7% | +49.2% | +29.2% |
| 3Y | +126.4% | +43.1% | +83.3% | +72.6% |
| 5Y | +13.0% | +35.6% | -22.6% | -16.1% |
| 10Y | +99.5% | +281.3% | -181.8% | -23.3% |
| All | +99.5% | +277.9% | -178.4% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling