-21.2%
USAR vs KEY
+126.3%
-147.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.2% |
| 7D | +8.8% | +1.8% | +7.0% | +8.2% |
| 30D | -28.5% | +7.1% | -35.6% | -30.1% |
| 3M | -56.2% | -5.9% | -50.2% | -55.2% |
| 6M | -68.4% | +2.2% | -70.6% | -68.6% |
| YTD | -32.2% | +6.4% | -38.6% | -33.1% |
| 1Y | -52.3% | +24.8% | -77.1% | -54.4% |
| All | -21.2% | +126.3% | -147.5% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling