+103.8%
USB vs KEEL
+53.7%
+50.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.1% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | +8.4% | -27.1% | +35.5% | +9.9% |
| 3M | -5.5% | -43.8% | +38.3% | -3.2% |
| 6M | +17.7% | -55.2% | +72.9% | +20.9% |
| YTD | +17.6% | -20.9% | +38.4% | +14.2% |
| 1Y | +33.9% | -28.5% | +62.3% | +30.4% |
| 3Y | +103.8% | +66.1% | +37.8% | +70.3% |
| All | +103.8% | +53.7% | +50.1% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling