+32.6%
USB vs KEYS
+59.2%
-26.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.4% | -4.5% | +5.9% | +1.6% |
| 30D | +6.4% | -23.9% | +30.3% | +8.3% |
| 3M | -4.5% | -13.1% | +8.6% | -3.9% |
| 6M | +11.4% | -19.1% | +30.5% | +12.5% |
| YTD | +17.1% | +43.4% | -26.3% | +7.2% |
| 1Y | +32.6% | +58.8% | -26.2% | +17.3% |
| All | +32.6% | +59.2% | -26.6% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling