+1,903.6%
UMC vs KEYS
+1,113.8%
+789.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | +0.6% |
| 7D | +9.0% | +3.5% | +5.5% | +7.4% |
| 30D | +17.2% | -4.5% | +21.7% | +19.4% |
| 3M | +11.4% | -0.4% | +11.8% | +12.6% |
| 6M | +137.5% | +19.1% | +118.4% | +123.7% |
| YTD | +193.1% | +66.7% | +126.4% | +139.2% |
| 1Y | +240.3% | +96.5% | +143.8% | +158.7% |
| 3Y | +262.2% | +155.2% | +107.0% | +141.4% |
| 5Y | +143.1% | +88.0% | +55.1% | +80.9% |
| 10Y | +1,853.0% | +1,046.8% | +806.3% | +852.6% |
| All | +1,903.6% | +1,113.8% | +789.8% | +903.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling