+34.8%
UL vs KEY
+127.6%
-92.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +0.3% | +2.9% | -2.6% | +0.3% |
| 30D | +3.7% | +8.4% | -4.8% | +3.6% |
| 3M | +5.6% | -5.8% | +11.4% | +5.6% |
| 6M | +17.2% | +5.4% | +11.8% | +17.3% |
| YTD | +3.9% | +7.1% | -3.2% | +4.0% |
| 1Y | 0.0% | +26.8% | -26.8% | +0.3% |
| 3Y | +34.8% | +128.7% | -93.9% | +31.6% |
| All | +34.8% | +127.6% | -92.8% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling