What I would recommend is buying an off-the-shelf retractable lanyard [1] and putting a Yubikey on it. I do so myself, and it has a number of advantages:
* You cannot leave your computer alone with Yubikey plugged in (especially useful when combined with modifying your PAM stack to lock the screen when yubikey is plugged out [2])
* Plugging Yubikey on a keychain which is bulky is cumbersome
* Yubikey on your neck can be a great conversation opener :)
[1] https://www.amazon.com/Updated-CarryLuxe-Lanyard-Polyester-R...