+92.7%
USB vs KEY
+122.1%
-29.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -0.3% |
| 7D | -1.5% | -2.5% | +1.0% | +0.1% |
| 30D | +4.3% | +4.1% | +0.2% | +1.6% |
| 3M | -6.1% | -8.4% | +2.3% | -0.6% |
| 6M | +9.4% | -2.3% | +11.7% | +11.2% |
| YTD | +15.2% | +4.6% | +10.6% | +12.1% |
| 1Y | +32.8% | +24.6% | +8.2% | +15.5% |
| 3Y | +91.3% | +112.8% | -21.5% | +15.5% |
| 5Y | +22.7% | +12.9% | +9.7% | +4.8% |
| All | +92.7% | +122.1% | -29.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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