+1,098.7%
KEYS vs UUUU
+115.5%
+983.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.0% | +9.0% | +4.6% |
| 7D | +3.5% | -10.5% | +14.0% | +4.9% |
| 30D | -4.5% | -10.5% | +6.0% | -3.3% |
| 3M | -0.4% | -14.1% | +13.7% | +1.1% |
| 6M | +19.1% | -35.5% | +54.6% | +24.2% |
| YTD | +66.7% | -10.9% | +77.6% | +65.8% |
| 1Y | +96.5% | +3.4% | +93.1% | +88.7% |
| 3Y | +155.2% | +73.1% | +82.0% | +119.8% |
| 5Y | +88.0% | +87.1% | +0.8% | +53.6% |
| 10Y | +1,046.8% | +463.0% | +583.7% | +626.6% |
| All | +1,098.7% | +115.5% | +983.3% | +660.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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