+31.8%
USB vs KEEL
-53.3%
+85.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.3% | -13.8% | -0.7% |
| 7D | 0.0% | -9.2% | +9.2% | +0.1% |
| 30D | +5.8% | -43.8% | +49.7% | +6.7% |
| 3M | -6.0% | -51.0% | +45.1% | -5.1% |
| 6M | +7.8% | -54.6% | +62.4% | +8.0% |
| YTD | +14.6% | -20.4% | +35.0% | +11.1% |
| 1Y | +31.8% | -49.3% | +81.1% | +27.0% |
| All | +31.8% | -53.3% | +85.0% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling