+75.8%
KEY vs UMAC
+216.2%
-140.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -0.5% | -2.9% | +2.4% | -0.5% |
| 30D | +6.7% | -35.6% | +42.3% | +7.6% |
| 3M | -4.6% | -51.3% | +46.7% | -3.3% |
| 6M | +2.6% | -17.5% | +20.1% | +2.1% |
| YTD | +7.0% | -0.7% | +7.7% | +5.4% |
| 1Y | +23.5% | +16.5% | +7.0% | +21.0% |
| All | +75.8% | +216.2% | -140.4% | +68.9% |
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