+35.9%
UL vs KEY
+127.6%
-91.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +1.1% | +2.9% | -1.8% | +1.1% |
| 30D | +4.5% | +8.4% | -3.9% | +4.4% |
| 3M | +6.5% | -5.8% | +12.2% | +6.5% |
| 6M | +18.2% | +5.4% | +12.7% | +18.2% |
| YTD | +4.7% | +7.1% | -2.4% | +4.8% |
| 1Y | +0.8% | +26.8% | -26.0% | +1.1% |
| 3Y | +35.9% | +128.7% | -92.8% | +32.7% |
| All | +35.9% | +127.6% | -91.8% | +32.7% |
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