+1,018.0%
KEYS vs URA
+346.2%
+671.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +5.0% |
| 7D | +3.5% | -5.5% | +9.0% | +5.3% |
| 30D | -4.5% | -3.7% | -0.8% | -3.6% |
| 3M | -0.4% | -2.9% | +2.5% | +0.2% |
| 6M | +19.1% | -15.2% | +34.4% | +24.2% |
| YTD | +66.7% | +1.9% | +64.8% | +63.7% |
| 1Y | +96.5% | +6.9% | +89.5% | +87.9% |
| 3Y | +155.2% | +99.6% | +55.5% | +93.8% |
| 5Y | +88.0% | +101.2% | -13.2% | +35.7% |
| All | +1,018.0% | +346.2% | +671.8% | +489.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling