+201.0%
URI vs KEYS
+79.0%
+122.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.2% | -3.0% |
| 7D | -0.5% | +0.9% | -1.4% | -1.0% |
| 30D | -13.4% | -5.3% | -8.1% | -11.1% |
| 3M | -6.2% | +0.5% | -6.7% | -7.7% |
| 6M | +28.0% | +14.0% | +13.9% | +17.0% |
| YTD | +23.0% | +60.3% | -37.3% | -10.4% |
| 1Y | +5.5% | +91.3% | -85.8% | -32.0% |
| 3Y | +119.2% | +146.1% | -27.0% | +17.3% |
| 5Y | +201.0% | +80.8% | +120.3% | +81.0% |
| All | +201.0% | +79.0% | +122.1% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling