+146.3%
UMC vs KEY
+132.0%
+14.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.8% | +6.7% |
| 7D | -9.2% | -0.4% | -8.8% | -8.9% |
| 30D | -35.1% | +7.2% | -42.4% | -36.5% |
| 3M | -20.5% | -4.9% | -15.6% | -19.4% |
| 6M | -1.7% | +1.1% | -2.8% | -2.3% |
| YTD | +92.8% | +6.8% | +86.0% | +87.9% |
| 1Y | +104.5% | +23.3% | +81.2% | +90.6% |
| 3Y | +129.8% | +126.1% | +3.8% | +72.8% |
| 5Y | +74.0% | +15.2% | +58.8% | +53.8% |
| 10Y | +1,198.4% | +113.6% | +1,084.8% | +738.5% |
| All | +146.3% | +132.0% | +14.3% | +7.0% |
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