+96.5%
UAL vs KEY
+107.2%
-10.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.2% |
| 7D | +2.3% | -0.5% | +2.8% | +2.7% |
| 30D | +13.3% | +6.7% | +6.6% | +8.4% |
| 3M | -6.3% | -4.6% | -1.7% | -2.9% |
| 6M | +22.5% | +2.6% | +19.9% | +20.5% |
| YTD | +5.9% | +7.0% | -1.1% | +1.7% |
| 1Y | +24.7% | +23.5% | +1.2% | +8.0% |
| 3Y | +211.6% | +126.4% | +85.2% | +74.6% |
| 5Y | +130.6% | +13.0% | +117.5% | +97.3% |
| 10Y | +96.5% | +99.5% | -3.0% | -3.9% |
| All | +96.5% | +107.2% | -10.8% | -3.9% |
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