+98.3%
USB vs KEEL
+171.1%
-72.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.8% | -0.5% |
| 7D | +1.4% | +7.8% | -6.3% | +0.9% |
| 30D | -1.3% | -11.7% | +10.4% | -0.8% |
| 3M | +15.2% | -41.5% | +56.7% | +18.1% |
| 6M | +18.8% | +54.9% | -36.1% | +12.2% |
| YTD | +21.0% | +47.7% | -26.6% | +13.8% |
| 1Y | +34.0% | +177.6% | -143.6% | +15.0% |
| All | +98.3% | +171.1% | -72.8% | +54.1% |
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