+57.6%
USB vs KEEL
+116.6%
-59.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.3% | +2.3% |
| 7D | +0.8% | +3.7% | -2.9% | +0.4% |
| 30D | +6.8% | -35.7% | +42.5% | +8.3% |
| 3M | -3.8% | -49.5% | +45.7% | -1.7% |
| 6M | +11.7% | -50.6% | +62.4% | +13.4% |
| YTD | +17.5% | -16.6% | +34.1% | +15.8% |
| 1Y | +33.8% | -46.4% | +80.2% | +33.8% |
| 3Y | +104.2% | +63.3% | +40.9% | +88.4% |
| 5Y | +26.4% | -77.9% | +104.3% | +17.5% |
| All | +57.6% | +116.6% | -59.0% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling