+105.9%
USB vs KEYS
+1,001.9%
-895.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.1% |
| 7D | +2.1% | +4.4% | -2.3% | +0.5% |
| 30D | -2.3% | -2.2% | -0.1% | -1.7% |
| 3M | +13.9% | +0.5% | +13.3% | +12.2% |
| 6M | +21.6% | +22.4% | -0.8% | +10.6% |
| YTD | +19.3% | +64.1% | -44.8% | -4.8% |
| 1Y | +33.6% | +97.0% | -63.4% | -1.5% |
| 3Y | +97.7% | +152.0% | -54.3% | +30.0% |
| 5Y | +40.4% | +83.7% | -43.3% | +1.4% |
| 10Y | +105.9% | +997.9% | -891.9% | -19.6% |
| All | +105.9% | +1,001.9% | -895.9% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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