+155.2%
KEYS vs USHY
+27.0%
+128.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +3.9% |
| 7D | +3.5% | -0.7% | +4.2% | +6.0% |
| 30D | -4.5% | -0.7% | -3.8% | -2.2% |
| 3M | -0.4% | +0.1% | -0.5% | -0.4% |
| 6M | +19.1% | +1.8% | +17.4% | +12.9% |
| YTD | +66.7% | +1.8% | +64.9% | +58.2% |
| 1Y | +96.5% | +3.3% | +93.2% | +78.2% |
| 3Y | +155.2% | +27.0% | +128.2% | +44.7% |
| All | +155.2% | +27.0% | +128.1% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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