+152.0%
KEYS vs URA
+121.0%
+31.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.9% |
| 7D | +4.4% | +8.1% | -3.7% | +1.8% |
| 30D | -2.2% | +5.8% | -8.0% | -4.1% |
| 3M | +0.5% | +3.4% | -2.9% | -1.0% |
| 6M | +22.4% | -2.6% | +25.0% | +22.0% |
| YTD | +64.1% | +11.2% | +52.9% | +57.7% |
| 1Y | +97.0% | +19.8% | +77.1% | +83.4% |
| 3Y | +152.0% | +121.5% | +30.6% | +96.2% |
| All | +152.0% | +121.0% | +31.0% | +96.2% |
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