+96.5%
KEYS vs UMAC
+129.0%
-32.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.2% |
| 7D | +3.5% | -3.4% | +6.9% | +3.7% |
| 30D | -4.5% | -15.1% | +10.6% | -3.7% |
| 3M | -0.4% | -10.8% | +10.4% | -1.0% |
| 6M | +19.1% | +15.7% | +3.5% | +14.7% |
| YTD | +66.7% | +80.1% | -13.5% | +53.2% |
| 1Y | +96.5% | +116.7% | -20.3% | +77.0% |
| All | +96.5% | +129.0% | -32.6% | +77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling