+135,813.2%
UNH vs KEY
+981.5%
+134,831.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.2% | -1.3% | -1.9% | -2.9% |
| 30D | +4.8% | +5.1% | -0.3% | +3.6% |
| 3M | -1.8% | -7.1% | +5.3% | -0.2% |
| 6M | +8.6% | -4.4% | +13.0% | +9.5% |
| YTD | +21.8% | +4.0% | +17.7% | +20.1% |
| 1Y | +25.8% | +23.4% | +2.4% | +19.0% |
| 3Y | -21.3% | +113.9% | -135.2% | -36.7% |
| 5Y | -5.3% | +12.3% | -17.7% | -15.3% |
| 10Y | +238.1% | +125.5% | +112.6% | +135.7% |
| All | +135,813.2% | +981.5% | +134,831.6% | +27,986.3% |
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