+64.5%
KEYS vs URA
+37.5%
+27.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.3% |
| 7D | +6.9% | +2.9% | +4.0% | +6.0% |
| 30D | -19.1% | -10.8% | -8.3% | -15.7% |
| 3M | -11.1% | -25.5% | +14.5% | -2.0% |
| 6M | -16.6% | -41.2% | +24.6% | -1.2% |
| YTD | +50.4% | -21.3% | +71.7% | +61.3% |
| 1Y | +67.5% | -25.7% | +93.2% | +82.4% |
| 3Y | +146.0% | +43.1% | +102.9% | +106.9% |
| 5Y | +64.5% | +35.6% | +29.0% | +34.0% |
| All | +64.5% | +37.5% | +27.0% | +34.0% |
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