+26.1%
USB vs KEY
+15.2%
+11.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +0.9% |
| 7D | +2.4% | +1.7% | +0.7% | +1.4% |
| 30D | +6.6% | +6.8% | -0.2% | +2.2% |
| 3M | -4.1% | -5.8% | +1.7% | -0.4% |
| 6M | +12.5% | +1.4% | +11.0% | +11.6% |
| YTD | +17.6% | +7.5% | +10.1% | +12.6% |
| 1Y | +36.5% | +29.6% | +6.9% | +16.2% |
| 3Y | +95.4% | +118.8% | -23.4% | +18.4% |
| 5Y | +26.1% | +16.8% | +9.3% | +8.2% |
| All | +26.1% | +15.2% | +11.0% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling