+0.4%
UAL vs KEYS
+97.6%
-97.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +1.3% |
| 7D | -1.4% | +3.5% | -4.9% | -2.9% |
| 30D | -12.2% | -4.5% | -7.8% | -10.6% |
| 3M | -2.5% | -0.4% | -2.1% | -3.8% |
| 6M | +21.1% | +19.1% | +2.0% | +7.9% |
| YTD | -1.8% | +66.7% | -68.5% | -29.0% |
| 1Y | +0.4% | +96.5% | -96.0% | -35.1% |
| All | +0.4% | +97.6% | -97.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling