-9.3%
UL vs KEY
+21.3%
-30.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -1.3% | +2.2% | -3.5% | -1.5% |
| 30D | +0.5% | -3.0% | +3.5% | +0.7% |
| 3M | +17.6% | +3.3% | +14.3% | +17.6% |
| 6M | -5.4% | +9.2% | -14.6% | -5.2% |
| YTD | +0.7% | +10.6% | -9.9% | +0.7% |
| 1Y | -9.3% | +20.4% | -29.7% | -10.2% |
| All | -9.3% | +21.3% | -30.6% | -10.2% |
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