+1,025.1%
URI vs KEYS
+967.0%
+58.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.1% |
| 7D | +6.7% | +9.4% | -2.7% | +1.5% |
| 30D | +8.9% | -16.8% | +25.6% | +19.7% |
| 3M | +0.5% | -15.9% | +16.4% | +9.1% |
| 6M | +20.7% | -17.6% | +38.2% | +30.7% |
| YTD | +40.0% | +46.5% | -6.5% | +4.2% |
| 1Y | +34.4% | +66.9% | -32.5% | -8.2% |
| 3Y | +149.5% | +141.4% | +8.1% | +31.7% |
| 5Y | +205.6% | +59.5% | +146.1% | +103.5% |
| 10Y | +1,183.1% | +761.1% | +422.0% | +205.7% |
| All | +1,025.1% | +967.0% | +58.1% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling