+326.3%
KEY vs URA
-53.7%
+380.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.5% | -0.9% |
| 7D | -2.5% | -13.3% | +10.8% | +2.3% |
| 30D | +4.1% | -25.9% | +30.0% | +14.9% |
| 3M | -8.4% | -27.8% | +19.4% | +1.4% |
| 6M | -2.3% | -42.8% | +40.6% | +15.8% |
| YTD | +4.6% | -27.5% | +32.1% | +11.4% |
| 1Y | +24.6% | -35.1% | +59.7% | +37.3% |
| 3Y | +112.8% | +31.1% | +81.7% | +68.0% |
| 5Y | +12.9% | +29.8% | -16.8% | -15.1% |
| 10Y | +126.7% | +265.1% | -138.5% | -2.0% |
| All | +326.3% | -53.7% | +380.0% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling