+125.3%
KEY vs URA
+41.9%
+83.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +1.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +6.9% | -14.8% | +21.6% | +9.6% |
| 3M | -5.0% | -25.3% | +20.3% | -0.6% |
| 6M | +0.7% | -39.9% | +40.7% | +9.1% |
| YTD | +6.5% | -22.4% | +28.9% | +8.5% |
| 1Y | +22.6% | -29.0% | +51.6% | +26.8% |
| 3Y | +125.3% | +41.0% | +84.4% | +94.5% |
| All | +125.3% | +41.9% | +83.5% | +94.5% |
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