+2,653.9%
UL vs KEY
+1,050.5%
+1,603.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -1.3% | +2.2% | -3.5% | -1.7% |
| 30D | +0.5% | -3.0% | +3.5% | +0.9% |
| 3M | +17.6% | +3.3% | +14.3% | +16.9% |
| 6M | -5.4% | +9.2% | -14.6% | -6.8% |
| YTD | +0.7% | +10.6% | -9.9% | -1.1% |
| 1Y | -9.3% | +20.4% | -29.7% | -12.2% |
| 3Y | +24.5% | +121.8% | -97.3% | +6.7% |
| 5Y | +23.2% | +41.1% | -17.9% | +10.2% |
| 10Y | +64.5% | +168.5% | -104.0% | +23.2% |
| All | +2,653.9% | +1,050.5% | +1,603.3% | +1,239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling