+91.5%
USB vs KEEL
+54.5%
+37.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.3% | -13.8% | -1.3% |
| 7D | 0.0% | -9.2% | +9.2% | +0.3% |
| 30D | +5.8% | -43.8% | +49.7% | +8.9% |
| 3M | -6.0% | -51.0% | +45.1% | -2.8% |
| 6M | +7.8% | -54.6% | +62.4% | +10.5% |
| YTD | +14.6% | -20.4% | +35.0% | +11.4% |
| 1Y | +31.8% | -49.3% | +81.1% | +31.8% |
| 3Y | +91.5% | +61.2% | +30.3% | +58.6% |
| All | +91.5% | +54.5% | +37.0% | +58.6% |
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