+108.7%
USB vs KEY
+168.7%
-60.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | +1.4% | +2.2% | -0.8% | 0.0% |
| 30D | -1.3% | -3.0% | +1.7% | +0.7% |
| 3M | +15.2% | +3.3% | +11.9% | +12.9% |
| 6M | +18.8% | +9.2% | +9.6% | +12.4% |
| YTD | +21.0% | +10.6% | +10.4% | +13.6% |
| 1Y | +34.0% | +20.4% | +13.6% | +19.0% |
| 3Y | +95.3% | +121.8% | -26.5% | +15.1% |
| 5Y | +40.4% | +41.1% | -0.8% | +3.8% |
| All | +108.7% | +168.7% | -60.0% | +3.0% |
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