+41.2%
USB vs KEY
+40.7%
+0.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | +15.2% | +3.3% | +11.9% | +12.9% |
| 6M | +18.8% | +9.2% | +9.6% | +12.5% |
| YTD | +21.0% | +10.6% | +10.4% | +13.7% |
| 1Y | +34.0% | +20.4% | +13.6% | +19.2% |
| 3Y | +95.3% | +121.8% | -26.5% | +17.0% |
| All | +41.2% | +40.7% | +0.5% | +6.8% |
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