+13.0%
KEY vs URA
+28.3%
-15.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.4% |
| 7D | +1.8% | +4.5% | -2.7% | +0.7% |
| 30D | +7.1% | -13.4% | +20.6% | +10.5% |
| 3M | -5.9% | -28.4% | +22.5% | +1.1% |
| 6M | +2.2% | -40.5% | +42.7% | +14.1% |
| YTD | +6.4% | -24.3% | +30.7% | +9.8% |
| 1Y | +24.8% | -28.8% | +53.6% | +30.4% |
| 3Y | +125.2% | +37.6% | +87.6% | +82.4% |
| 5Y | +13.0% | +30.7% | -17.7% | -11.9% |
| All | +13.0% | +28.3% | -15.3% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling