+118.6%
KEYS vs UMAC
+473.8%
-355.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.1% |
| 7D | +3.5% | -3.4% | +6.9% | +3.6% |
| 30D | -4.5% | -15.1% | +10.6% | -4.0% |
| 3M | -0.4% | -10.8% | +10.4% | -0.6% |
| 6M | +19.1% | +15.7% | +3.5% | +16.2% |
| YTD | +66.7% | +80.1% | -13.5% | +58.8% |
| 1Y | +96.5% | +116.7% | -20.3% | +84.7% |
| All | +118.6% | +473.8% | -355.1% | +89.2% |
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