+75.4%
USAR vs KEY
+152.5%
-77.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.7% |
| 7D | +2.3% | +2.7% | -0.4% | +1.6% |
| 30D | -8.6% | -3.2% | -5.4% | -7.8% |
| 3M | -20.5% | +1.0% | -21.4% | -20.7% |
| 6M | +1.2% | +11.9% | -10.7% | -1.0% |
| YTD | +48.4% | +8.7% | +39.7% | +46.0% |
| 1Y | +30.6% | +18.5% | +12.2% | +26.2% |
| 3Y | +73.6% | +124.0% | -50.3% | +64.6% |
| All | +75.4% | +152.5% | -77.1% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded KEY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling