+115.0%
UMC vs KEYS
+55.9%
+59.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.3% | +4.2% | +1.7% |
| 7D | -14.7% | -14.8% | +0.1% | -6.0% |
| 30D | -32.9% | -25.6% | -7.3% | -20.1% |
| 3M | -22.2% | -16.2% | -5.9% | -13.5% |
| 6M | +25.9% | -18.6% | +44.5% | +41.9% |
| YTD | +107.9% | +40.7% | +67.2% | +114.0% |
| 1Y | +115.0% | +59.6% | +55.4% | +118.4% |
| All | +115.0% | +55.9% | +59.1% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling