+216.1%
UNH vs KEY
+96.4%
+119.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +3.4% | +2.9% | +0.5% | +2.7% |
| 30D | +3.0% | +8.4% | -5.4% | +1.2% |
| 3M | +2.7% | -5.8% | +8.5% | +4.0% |
| 6M | +2.8% | +5.4% | -2.7% | +1.4% |
| YTD | +25.9% | +7.1% | +18.8% | +23.5% |
| 1Y | +25.8% | +26.8% | -1.0% | +18.9% |
| 3Y | -20.0% | +128.7% | -148.7% | -35.7% |
| 5Y | -2.8% | +13.6% | -16.5% | -10.4% |
| All | +216.1% | +96.4% | +119.6% | +123.4% |
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