+135.3%
USB vs KEYS
+935.7%
-800.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.7% | +0.5% |
| 7D | +0.8% | -3.3% | +4.1% | +1.6% |
| 30D | +6.8% | -24.5% | +31.3% | +16.4% |
| 3M | -3.8% | -15.3% | +11.5% | +0.3% |
| 6M | +11.7% | -19.8% | +31.5% | +17.3% |
| YTD | +17.5% | +42.2% | -24.7% | -2.3% |
| 1Y | +33.8% | +59.8% | -26.0% | +6.1% |
| 3Y | +104.2% | +137.0% | -32.8% | +36.8% |
| 5Y | +26.4% | +55.5% | -29.1% | -3.4% |
| 10Y | +89.2% | +755.4% | -666.2% | -20.0% |
| All | +135.3% | +935.7% | -800.4% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling