-19.0%
USAR vs KEY
+148.7%
-167.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -0.8% | +2.9% | -3.7% | -1.5% |
| 30D | -20.9% | +8.4% | -29.4% | -22.6% |
| 3M | -56.2% | -5.8% | -50.4% | -55.4% |
| 6M | -67.9% | +5.4% | -73.3% | -68.3% |
| YTD | -31.4% | +7.1% | -38.5% | -32.3% |
| 1Y | -45.1% | +26.8% | -71.9% | -47.2% |
| 3Y | -20.3% | +128.7% | -149.0% | -24.2% |
| All | -19.0% | +148.7% | -167.6% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling