+1,058.3%
KEYS vs URA
+192.4%
+865.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +2.3% | +1.1% | +1.2% | +1.9% |
| 30D | -2.6% | +7.4% | -10.0% | -5.0% |
| 3M | -4.6% | -8.4% | +3.8% | -2.4% |
| 6M | +8.7% | -12.7% | +21.5% | +12.5% |
| YTD | +61.0% | +7.8% | +53.2% | +55.5% |
| 1Y | +96.0% | +19.5% | +76.5% | +81.2% |
| 3Y | +144.4% | +116.4% | +28.0% | +81.1% |
| 5Y | +80.5% | +134.3% | -53.8% | +24.1% |
| 10Y | +974.9% | +359.3% | +615.7% | +427.5% |
| All | +1,058.3% | +192.4% | +865.9% | +486.6% |
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