+25.7%
USB vs KEYS
+59.1%
-33.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.5% |
| 7D | +2.6% | +9.4% | -6.8% | -0.2% |
| 30D | +8.4% | -16.8% | +25.2% | +13.8% |
| 3M | -5.5% | -15.9% | +10.3% | -1.6% |
| 6M | +17.7% | -17.6% | +35.3% | +22.2% |
| YTD | +17.6% | +46.5% | -28.9% | -4.4% |
| 1Y | +33.9% | +66.9% | -33.0% | +2.7% |
| 3Y | +103.8% | +141.4% | -37.6% | +30.3% |
| All | +25.7% | +59.1% | -33.4% | -12.8% |
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 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