+1,186.3%
URI vs KEYS
+1,049.9%
+136.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -2.3% |
| 7D | -2.1% | +3.5% | -5.5% | -4.0% |
| 30D | -12.4% | -4.5% | -7.9% | -10.4% |
| 3M | -7.3% | -0.4% | -6.9% | -8.4% |
| 6M | +27.2% | +19.1% | +8.1% | +12.3% |
| YTD | +23.0% | +66.7% | -43.7% | -14.2% |
| 1Y | +3.9% | +96.5% | -92.5% | -35.4% |
| 3Y | +121.6% | +155.2% | -33.5% | +14.3% |
| 5Y | +201.1% | +88.0% | +113.1% | +82.9% |
| All | +1,186.3% | +1,049.9% | +136.4% | +159.8% |
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