+121.6%
URI vs KEEL
+186.7%
-65.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.3% | +3.4% | -3.0% |
| 7D | -0.5% | +2.7% | -3.2% | -0.8% |
| 30D | -13.4% | +4.6% | -17.9% | -14.1% |
| 3M | -6.2% | -34.5% | +28.3% | -3.2% |
| 6M | +28.0% | +59.3% | -31.3% | +18.1% |
| YTD | +23.0% | +46.4% | -23.4% | +13.5% |
| 1Y | +5.5% | +96.6% | -91.0% | -9.3% |
| All | +121.6% | +186.7% | -65.0% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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