+222.6%
UAL vs KEY
+118.7%
+103.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +4.5% |
| 7D | +10.2% | -0.4% | +10.6% | +10.8% |
| 30D | +12.0% | +7.2% | +4.8% | +6.1% |
| 3M | -7.1% | -4.9% | -2.2% | -3.0% |
| 6M | +20.9% | +1.1% | +19.8% | +20.0% |
| YTD | +7.7% | +6.8% | +0.8% | +2.9% |
| 1Y | +23.6% | +23.3% | +0.3% | +5.5% |
| 3Y | +222.6% | +126.1% | +96.5% | +110.1% |
| All | +222.6% | +118.7% | +103.9% | +110.1% |
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