+64.4%
UL vs KEYS
+1,049.9%
-985.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.1% |
| 7D | -3.4% | +3.5% | -6.9% | -3.8% |
| 30D | +0.5% | -4.5% | +5.0% | +1.0% |
| 3M | +7.2% | -0.4% | +7.6% | +6.7% |
| 6M | -3.1% | +19.1% | -22.2% | -6.4% |
| YTD | -2.7% | +66.7% | -69.4% | -11.5% |
| 1Y | -10.2% | +96.5% | -106.7% | -20.8% |
| 3Y | +20.3% | +155.2% | -134.9% | -1.4% |
| 5Y | +19.9% | +88.0% | -68.0% | +3.0% |
| All | +64.4% | +1,049.9% | -985.5% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling