+128.7%
KEY vs URA
+35.4%
+93.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | +2.9% | -1.5% | +4.5% | +3.2% |
| 30D | +8.4% | -10.4% | +18.8% | +10.3% |
| 3M | -5.8% | -29.6% | +23.9% | -0.4% |
| 6M | +5.4% | -40.3% | +45.7% | +14.3% |
| YTD | +7.1% | -25.5% | +32.5% | +9.8% |
| 1Y | +26.8% | -26.4% | +53.2% | +30.1% |
| 3Y | +128.7% | +31.4% | +97.3% | +97.1% |
| All | +128.7% | +35.4% | +93.3% | +97.1% |
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