+78.2%
KEY vs UMAC
+508.0%
-429.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.1% |
| 7D | -0.3% | +3.3% | -3.6% | -0.4% |
| 30D | -3.3% | -10.4% | +7.1% | -3.2% |
| 3M | -0.7% | +1.8% | -2.5% | -1.1% |
| 6M | +12.5% | +40.7% | -28.2% | +10.6% |
| YTD | +8.4% | +90.9% | -82.5% | +5.5% |
| 1Y | +18.4% | +151.8% | -133.3% | +14.3% |
| All | +78.2% | +508.0% | -429.8% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling