+1,135.8%
URI vs KEY
+96.4%
+1,039.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.7% |
| 7D | +6.7% | +2.9% | +3.8% | +4.9% |
| 30D | +8.9% | +8.4% | +0.4% | +3.6% |
| 3M | +0.5% | -5.8% | +6.3% | +4.2% |
| 6M | +20.7% | +5.4% | +15.2% | +16.1% |
| YTD | +40.0% | +7.1% | +33.0% | +33.1% |
| 1Y | +34.4% | +26.8% | +7.6% | +14.8% |
| 3Y | +149.5% | +128.7% | +20.8% | +43.2% |
| 5Y | +205.6% | +13.6% | +191.9% | +156.0% |
| All | +1,135.8% | +96.4% | +1,039.4% | +553.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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