+981.9%
KEYS vs URA
+113.6%
+868.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.4% |
| 7D | +6.9% | +2.9% | +4.0% | +6.1% |
| 30D | -19.1% | -10.8% | -8.3% | -15.8% |
| 3M | -11.1% | -25.5% | +14.5% | -2.4% |
| 6M | -16.6% | -41.2% | +24.6% | -1.8% |
| YTD | +50.4% | -21.3% | +71.7% | +60.7% |
| 1Y | +67.5% | -25.7% | +93.2% | +81.8% |
| 3Y | +146.0% | +43.1% | +102.9% | +108.9% |
| 5Y | +64.5% | +35.6% | +29.0% | +36.4% |
| 10Y | +784.1% | +281.3% | +502.8% | +361.5% |
| All | +981.9% | +113.6% | +868.4% | +506.4% |
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