+1,857.3%
UMC vs KEY
+167.1%
+1,690.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +13.6% | -0.3% | +13.9% | +13.7% |
| 30D | +20.8% | -3.3% | +24.0% | +21.6% |
| 3M | +16.1% | -0.7% | +16.9% | +16.2% |
| 6M | +137.3% | +12.5% | +124.8% | +130.4% |
| YTD | +193.8% | +8.4% | +185.4% | +187.0% |
| 1Y | +236.1% | +18.4% | +217.6% | +221.0% |
| 3Y | +267.1% | +123.3% | +143.8% | +195.0% |
| 5Y | +145.3% | +38.8% | +106.5% | +115.7% |
| 10Y | +1,857.3% | +169.3% | +1,688.0% | +1,429.4% |
| All | +1,857.3% | +167.1% | +1,690.2% | +1,429.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling