+113.9%
KEY vs URA
+36.0%
+77.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.3% |
| 7D | -1.3% | -4.1% | +2.8% | -0.6% |
| 30D | +5.1% | -19.0% | +24.2% | +8.7% |
| 3M | -7.1% | -25.1% | +18.0% | -2.9% |
| 6M | -4.4% | -44.5% | +40.1% | +5.0% |
| YTD | +4.0% | -24.3% | +28.3% | +6.4% |
| 1Y | +23.4% | -28.1% | +51.5% | +27.2% |
| 3Y | +113.9% | +40.7% | +73.2% | +88.3% |
| All | +113.9% | +36.0% | +77.9% | +88.3% |
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 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