+136,006.0%
UNH vs KEY
+1,050.5%
+134,955.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | +2.2% | -1.1% | +0.5% |
| 30D | -3.8% | -3.0% | -0.8% | -3.1% |
| 3M | +0.7% | +3.3% | -2.6% | -0.1% |
| 6M | +37.9% | +9.2% | +28.7% | +34.7% |
| YTD | +21.9% | +10.6% | +11.3% | +18.5% |
| 1Y | +31.4% | +20.4% | +11.0% | +25.0% |
| 3Y | -11.4% | +121.8% | -133.2% | -29.6% |
| 5Y | +2.5% | +41.1% | -38.6% | -13.4% |
| 10Y | +242.9% | +168.5% | +74.3% | +129.0% |
| All | +136,006.0% | +1,050.5% | +134,955.5% | +27,632.5% |
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 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