+129.5%
USB vs KEYS
+875.4%
-745.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -2.0% |
| 7D | 0.0% | -11.4% | +11.4% | +3.8% |
| 30D | +5.8% | -28.7% | +34.5% | +17.5% |
| 3M | -6.0% | -19.2% | +13.3% | -0.4% |
| 6M | +7.8% | -25.8% | +33.6% | +16.2% |
| YTD | +14.6% | +33.9% | -19.3% | -2.7% |
| 1Y | +31.8% | +47.1% | -15.3% | +7.6% |
| 3Y | +91.5% | +119.4% | -27.9% | +31.7% |
| 5Y | +22.0% | +48.2% | -26.1% | -5.2% |
| 10Y | +96.1% | +755.2% | -659.2% | -17.0% |
| All | +129.5% | +875.4% | -745.8% | -2.2% |
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