+91.5%
USB vs KEYS
+116.9%
-25.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.6% |
| 7D | 0.0% | -11.4% | +11.4% | +2.8% |
| 30D | +5.8% | -28.7% | +34.5% | +14.8% |
| 3M | -6.0% | -19.2% | +13.3% | -1.8% |
| 6M | +7.8% | -25.8% | +33.6% | +14.5% |
| YTD | +14.6% | +33.9% | -19.3% | -4.1% |
| 1Y | +31.8% | +47.1% | -15.3% | +5.5% |
| 3Y | +91.5% | +119.4% | -27.9% | +11.8% |
| All | +91.5% | +116.9% | -25.4% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling