+22.0%
USB vs KEYS
+46.9%
-24.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.8% |
| 7D | 0.0% | -11.4% | +11.4% | +3.4% |
| 30D | +5.8% | -28.7% | +34.5% | +16.6% |
| 3M | -6.0% | -19.2% | +13.3% | -0.9% |
| 6M | +7.8% | -25.8% | +33.6% | +15.6% |
| YTD | +14.6% | +33.9% | -19.3% | -4.2% |
| 1Y | +31.8% | +47.1% | -15.3% | +5.6% |
| 3Y | +91.5% | +119.4% | -27.9% | +26.3% |
| All | +22.0% | +46.9% | -24.9% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling