+140.2%
UAL vs KEYS
+79.0%
+61.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.4% |
| 7D | -2.0% | +0.9% | -2.9% | -2.6% |
| 30D | -15.7% | -5.3% | -10.4% | -13.2% |
| 3M | +3.6% | +0.5% | +3.1% | +1.4% |
| 6M | +16.9% | +14.0% | +2.8% | +4.7% |
| YTD | -4.8% | +60.3% | -65.0% | -33.2% |
| 1Y | -0.9% | +91.3% | -92.3% | -38.8% |
| 3Y | +124.5% | +146.1% | -21.7% | +15.7% |
| 5Y | +140.2% | +80.8% | +59.4% | +38.3% |
| All | +140.2% | +79.0% | +61.2% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling