+253.0%
UMC vs KEY
+130.9%
+122.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.8% | +5.5% |
| 7D | +6.6% | +2.7% | +3.9% | +5.8% |
| 30D | +16.6% | -3.2% | +19.8% | +17.5% |
| 3M | +11.0% | +1.0% | +10.1% | +10.7% |
| 6M | +131.3% | +11.9% | +119.4% | +124.6% |
| YTD | +182.5% | +8.7% | +173.8% | +175.2% |
| 1Y | +222.3% | +18.5% | +203.8% | +206.4% |
| 3Y | +253.0% | +124.0% | +129.1% | +176.2% |
| All | +253.0% | +130.9% | +122.1% | +176.2% |
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