+73.7%
UAL vs KEY
+96.4%
-22.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.4% | -2.2% |
| 7D | -3.0% | +2.9% | -6.0% | -5.0% |
| 30D | +10.5% | +8.4% | +2.0% | +4.4% |
| 3M | -13.5% | -5.8% | -7.7% | -9.6% |
| 6M | +14.2% | +5.4% | +8.8% | +10.2% |
| YTD | -2.2% | +7.1% | -9.3% | -6.2% |
| 1Y | +12.5% | +26.8% | -14.3% | -4.3% |
| 3Y | +186.8% | +128.7% | +58.1% | +59.7% |
| 5Y | +119.4% | +13.6% | +105.7% | +86.9% |
| All | +73.7% | +96.4% | -22.8% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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