+53.0%
USAR vs KEEL
+197.5%
-144.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -3.7% |
| 7D | -11.6% | +2.9% | -14.5% | -12.1% |
| 30D | -15.5% | +0.8% | -16.3% | -16.0% |
| 3M | -31.0% | -35.3% | +4.3% | -26.8% |
| 6M | -26.2% | +59.4% | -85.6% | -31.1% |
| YTD | +30.8% | +51.9% | -21.2% | +22.4% |
| 1Y | +7.1% | +75.0% | -67.9% | +4.1% |
| 3Y | +53.0% | +224.5% | -171.5% | +49.2% |
| All | +53.0% | +197.5% | -144.5% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling