+24.8%
USAR vs KEEL
+169.0%
-144.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.0% | -1.9% |
| 7D | -2.1% | +7.8% | -9.9% | -5.2% |
| 30D | +2.6% | -11.7% | +14.3% | +6.0% |
| 3M | -35.0% | -41.5% | +6.5% | -22.0% |
| 6M | -6.9% | +54.9% | -61.8% | -25.3% |
| YTD | +48.0% | +47.7% | +0.3% | +18.4% |
| 1Y | +24.8% | +177.6% | -152.8% | +35.4% |
| All | +24.8% | +169.0% | -144.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling