+128.9%
UAL vs KEYS
+1,095.1%
-966.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.8% |
| 7D | +3.4% | +4.4% | -1.0% | +1.1% |
| 30D | -16.5% | -2.2% | -14.2% | -15.7% |
| 3M | +2.8% | +0.5% | +2.2% | +1.2% |
| 6M | +17.6% | +22.4% | -4.8% | +3.7% |
| YTD | -3.2% | +64.1% | -67.3% | -28.0% |
| 1Y | +0.4% | +97.0% | -96.5% | -32.4% |
| 3Y | +128.2% | +152.0% | -23.9% | +34.9% |
| 5Y | +137.7% | +83.7% | +54.0% | +59.7% |
| 10Y | +99.1% | +997.9% | -898.8% | -42.6% |
| All | +128.9% | +1,095.1% | -966.2% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling