+78.7%
KEY vs UMAC
+549.5%
-470.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.3% | -11.1% | -2.0% |
| 7D | +2.7% | +14.7% | -12.0% | +2.4% |
| 30D | -3.2% | -0.5% | -2.7% | -3.3% |
| 3M | +1.0% | +0.5% | +0.5% | +0.6% |
| 6M | +11.9% | +57.9% | -46.1% | +9.6% |
| YTD | +8.7% | +103.9% | -95.2% | +5.6% |
| 1Y | +18.5% | +159.3% | -140.8% | +14.2% |
| All | +78.7% | +549.5% | -470.8% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling