+243.6%
UMC vs KEY
+140.3%
+103.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +5.0% | +2.2% | +2.8% | +4.2% |
| 30D | +7.7% | -3.0% | +10.7% | +8.6% |
| 3M | +1.7% | +3.3% | -1.7% | +0.5% |
| 6M | +113.9% | +9.2% | +104.7% | +107.9% |
| YTD | +168.9% | +10.6% | +158.2% | +159.5% |
| 1Y | +207.2% | +20.4% | +186.8% | +188.3% |
| 3Y | +227.7% | +121.8% | +105.8% | +147.1% |
| 5Y | +118.0% | +41.1% | +76.9% | +80.8% |
| 10Y | +1,682.1% | +168.5% | +1,513.6% | +964.6% |
| All | +243.6% | +140.3% | +103.2% | +47.8% |
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