-14.5%
USAR vs KEY
+118.7%
-133.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.7% | +3.8% | +5.6% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -30.3% | +7.2% | -37.5% | -31.8% |
| 3M | -54.7% | -4.9% | -49.8% | -53.9% |
| 6M | -67.5% | +1.1% | -68.6% | -67.6% |
| YTD | -26.4% | +6.8% | -33.2% | -27.5% |
| 1Y | -49.5% | +23.3% | -72.8% | -51.7% |
| 3Y | -14.5% | +126.1% | -140.5% | -19.8% |
| All | -14.5% | +118.7% | -133.1% | -19.8% |
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