+115.0%
KEY vs URA
+30.2%
+84.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.5% | -1.9% |
| 7D | -2.5% | -13.3% | +10.8% | -0.2% |
| 30D | +4.1% | -25.9% | +30.0% | +9.2% |
| 3M | -8.4% | -27.8% | +19.4% | -3.7% |
| 6M | -2.3% | -42.8% | +40.6% | +6.6% |
| YTD | +4.6% | -27.5% | +32.1% | +7.8% |
| 1Y | +24.6% | -35.1% | +59.7% | +30.8% |
| All | +115.0% | +30.2% | +84.8% | +90.7% |
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