+92.6%
UAL vs KEY
+120.9%
-28.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.4% |
| 7D | +8.2% | -1.3% | +9.4% | +9.3% |
| 30D | +2.3% | +5.1% | -2.8% | -1.2% |
| 3M | -12.7% | -7.1% | -5.6% | -7.8% |
| 6M | +12.7% | -4.4% | +17.1% | +16.5% |
| YTD | +0.8% | +4.0% | -3.2% | -1.2% |
| 1Y | +17.8% | +23.4% | -5.6% | +2.1% |
| 3Y | +206.7% | +113.9% | +92.8% | +79.2% |
| 5Y | +113.9% | +12.3% | +101.6% | +83.4% |
| All | +92.6% | +120.9% | -28.3% | -0.3% |
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