-8.8%
UL vs KEY
+19.7%
-28.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.9% |
| 7D | -1.3% | +2.7% | -4.0% | -1.5% |
| 30D | +0.9% | -3.2% | +4.1% | +1.1% |
| 3M | +14.2% | +1.0% | +13.3% | +14.4% |
| 6M | -3.2% | +11.9% | -15.1% | -2.7% |
| YTD | -0.3% | +8.7% | -9.0% | -0.2% |
| 1Y | -8.8% | +18.5% | -27.2% | -9.5% |
| All | -8.8% | +19.7% | -28.5% | -9.5% |
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