+66.7%
UL vs KEY
+167.0%
-100.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.8% |
| 7D | -1.3% | +2.7% | -4.0% | -1.6% |
| 30D | +0.9% | -3.2% | +4.1% | +1.3% |
| 3M | +14.2% | +1.0% | +13.3% | +14.1% |
| 6M | -3.2% | +11.9% | -15.1% | -4.4% |
| YTD | -0.3% | +8.7% | -9.0% | -1.4% |
| 1Y | -8.8% | +18.5% | -27.2% | -10.7% |
| 3Y | +23.9% | +124.0% | -100.1% | +10.1% |
| 5Y | +21.4% | +40.8% | -19.5% | +12.7% |
| 10Y | +66.7% | +167.0% | -100.3% | +27.4% |
| All | +66.7% | +167.0% | -100.3% | +27.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling