+248.5%
UAL vs KEY
+18.6%
+229.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.8% | -3.0% |
| 7D | +5.0% | -2.5% | +7.5% | +6.7% |
| 30D | -1.2% | +4.1% | -5.3% | -3.3% |
| 3M | -16.8% | -8.4% | -8.4% | -12.4% |
| 6M | +18.0% | -2.3% | +20.2% | +19.8% |
| YTD | -1.2% | +4.6% | -5.8% | -2.9% |
| 1Y | +14.3% | +24.6% | -10.2% | +1.8% |
| 3Y | +194.6% | +112.8% | +81.8% | +95.1% |
| 5Y | +109.6% | +12.9% | +96.7% | +84.2% |
| 10Y | +93.1% | +126.7% | -33.6% | +18.4% |
| All | +248.5% | +18.6% | +229.9% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling