+59.3%
USAR vs KEEL
+72.0%
-12.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.3% | +1.3% | -4.7% |
| 7D | -9.3% | +2.7% | -12.0% | -9.8% |
| 30D | -15.2% | +4.6% | -19.7% | -16.2% |
| 3M | -21.1% | -34.5% | +13.4% | -16.5% |
| 6M | -21.6% | +59.3% | -80.8% | -26.4% |
| YTD | +34.8% | +46.4% | -11.6% | +27.3% |
| 1Y | +15.6% | +96.6% | -80.9% | +13.0% |
| 3Y | +57.7% | +182.0% | -124.2% | +54.8% |
| All | +59.3% | +72.0% | -12.7% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling