+251.3%
UAL vs KEY
+25.5%
+225.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | +0.7% | +2.2% | -1.5% | -0.5% |
| 30D | -16.1% | -3.0% | -13.1% | -14.6% |
| 3M | +6.1% | +3.3% | +2.8% | +4.4% |
| 6M | +10.8% | +9.2% | +1.7% | +5.9% |
| YTD | -0.4% | +10.6% | -11.0% | -5.2% |
| 1Y | +5.0% | +20.4% | -15.4% | -4.7% |
| 3Y | +124.0% | +121.8% | +2.2% | +44.3% |
| 5Y | +141.0% | +41.1% | +99.9% | +86.7% |
| 10Y | +118.0% | +168.5% | -50.5% | +22.1% |
| All | +251.3% | +25.5% | +225.8% | +104.1% |
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