-24.4%
UBER vs KEY
+22.7%
-47.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +3.2% |
| 7D | +6.7% | -0.4% | +7.1% | +6.7% |
| 30D | -0.5% | +7.2% | -7.7% | -1.7% |
| 3M | -5.1% | -4.9% | -0.2% | -4.5% |
| 6M | -5.7% | +1.1% | -6.7% | -6.5% |
| YTD | -12.9% | +6.8% | -19.7% | -14.0% |
| All | -24.4% | +22.7% | -47.0% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling