-16.6%
KEYS vs URA
-39.5%
+22.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.0% |
| 7D | +6.9% | +2.9% | +4.0% | +5.3% |
| 30D | -19.1% | -10.8% | -8.3% | -14.4% |
| 3M | -11.1% | -25.5% | +14.5% | +1.5% |
| 6M | -16.6% | -41.2% | +24.6% | +1.5% |
| All | -16.6% | -39.5% | +22.9% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling