+129.8%
UAL vs KEY
+122.6%
+7.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | +0.7% | +2.2% | -1.5% | -1.0% |
| 30D | -16.1% | -3.0% | -13.1% | -14.0% |
| 3M | +6.1% | +3.3% | +2.8% | +3.6% |
| 6M | +10.8% | +9.2% | +1.7% | +3.7% |
| YTD | -0.4% | +10.6% | -11.0% | -7.3% |
| 1Y | +5.0% | +20.4% | -15.4% | -8.4% |
| All | +129.8% | +122.6% | +7.2% | +38.9% |
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 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