+79.8%
USB vs KEYS
+777.2%
-697.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.2% | +16.7% | -15.5% | -4.0% |
| 30D | +6.3% | -17.8% | +24.1% | +12.6% |
| 3M | -6.1% | -14.2% | +8.1% | -2.5% |
| 6M | +13.0% | -15.9% | +28.9% | +16.8% |
| YTD | +16.6% | +49.7% | -33.2% | -5.3% |
| 1Y | +31.1% | +65.3% | -34.2% | +2.2% |
| 3Y | +100.9% | +144.9% | -43.9% | +31.3% |
| 5Y | +24.5% | +63.0% | -38.5% | -7.3% |
| All | +79.8% | +777.2% | -697.5% | -20.2% |
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