+200.6%
UAL vs KEY
+107.3%
+93.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.8% | -2.3% |
| 7D | +5.0% | -2.5% | +7.5% | +7.4% |
| 30D | -1.2% | +4.1% | -5.3% | -4.3% |
| 3M | -16.8% | -8.4% | -8.4% | -10.5% |
| 6M | +18.0% | -2.3% | +20.2% | +20.4% |
| YTD | -1.2% | +4.6% | -5.8% | -3.9% |
| 1Y | +14.3% | +24.6% | -10.2% | -3.1% |
| All | +200.6% | +107.3% | +93.3% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling