+227.5%
UNH vs KEY
+109.2%
+118.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +0.2% | +0.5% | -0.4% | +0.1% |
| 30D | +6.8% | +6.9% | -0.1% | +5.3% |
| 3M | -0.3% | -5.0% | +4.7% | +0.8% |
| 6M | +7.9% | +0.7% | +7.2% | +7.5% |
| YTD | +25.1% | +6.5% | +18.7% | +22.9% |
| 1Y | +29.3% | +22.6% | +6.7% | +23.1% |
| 3Y | -20.3% | +125.3% | -145.6% | -35.7% |
| 5Y | -3.6% | +13.9% | -17.5% | -11.2% |
| 10Y | +227.5% | +105.3% | +122.1% | +123.5% |
| All | +227.5% | +109.2% | +118.3% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling