+112.3%
UAL vs KEY
+11.7%
+100.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.4% |
| 7D | +8.2% | -1.3% | +9.4% | +9.2% |
| 30D | +2.3% | +5.1% | -2.8% | -0.6% |
| 3M | -12.7% | -7.1% | -5.6% | -8.6% |
| 6M | +12.7% | -4.4% | +17.1% | +16.0% |
| YTD | +0.8% | +4.0% | -3.2% | -0.7% |
| 1Y | +17.8% | +23.4% | -5.6% | +5.0% |
| 3Y | +206.7% | +113.9% | +92.8% | +109.2% |
| All | +112.3% | +11.7% | +100.6% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling