+142.4%
USB vs KEYS
+1,072.8%
-930.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +1.4% | +2.3% | -0.8% | +0.7% |
| 30D | -1.3% | -2.6% | +1.3% | -0.6% |
| 3M | +15.2% | -4.6% | +19.9% | +15.7% |
| 6M | +18.8% | +8.7% | +10.1% | +13.0% |
| YTD | +21.0% | +61.0% | -40.0% | -2.2% |
| 1Y | +34.0% | +96.0% | -62.0% | -0.1% |
| 3Y | +95.3% | +144.4% | -49.1% | +31.6% |
| 5Y | +40.4% | +80.5% | -40.1% | +3.1% |
| 10Y | +107.3% | +974.9% | -867.6% | -17.6% |
| All | +142.4% | +1,072.8% | -930.4% | -1.7% |
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