+101.3%
USB vs KEY
+134.2%
-32.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +0.9% |
| 7D | +2.4% | +1.7% | +0.7% | +1.3% |
| 30D | +6.6% | +6.8% | -0.2% | +2.1% |
| 3M | -4.1% | -5.8% | +1.7% | -0.3% |
| 6M | +12.5% | +1.4% | +11.0% | +11.6% |
| YTD | +17.6% | +7.5% | +10.1% | +12.5% |
| 1Y | +36.5% | +29.6% | +6.9% | +15.7% |
| 3Y | +95.4% | +118.8% | -23.4% | +15.9% |
| 5Y | +26.1% | +16.8% | +9.3% | +5.5% |
| 10Y | +101.3% | +133.0% | -31.8% | +2.4% |
| All | +101.3% | +134.2% | -32.9% | +2.4% |
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