+913.9%
URI vs KEYS
+1,095.1%
-181.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.6% |
| 7D | +2.5% | +4.4% | -1.9% | 0.0% |
| 30D | -12.5% | -2.2% | -10.3% | -11.7% |
| 3M | -6.2% | +0.5% | -6.7% | -7.8% |
| 6M | +25.9% | +22.4% | +3.5% | +9.4% |
| YTD | +26.2% | +64.1% | -37.9% | -10.7% |
| 1Y | +5.5% | +97.0% | -91.5% | -34.1% |
| 3Y | +125.0% | +152.0% | -27.0% | +18.1% |
| 5Y | +210.4% | +83.7% | +126.7% | +93.0% |
| 10Y | +1,157.2% | +997.9% | +159.3% | +165.1% |
| All | +913.9% | +1,095.1% | -181.2% | +102.9% |
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