+130.5%
URI vs KEYS
+148.6%
-18.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.7% |
| 7D | +5.0% | +2.9% | +2.1% | +3.6% |
| 30D | -9.4% | -1.3% | -8.1% | -9.1% |
| 3M | -5.8% | -0.1% | -5.7% | -6.8% |
| 6M | +25.8% | +17.4% | +8.5% | +14.5% |
| YTD | +27.9% | +62.9% | -35.0% | -5.4% |
| 1Y | +9.7% | +95.7% | -86.0% | -28.5% |
| All | +130.5% | +148.6% | -18.1% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling