+419.6%
UNH vs KEYS
+1,113.8%
-694.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -3.3% |
| 7D | -4.5% | +3.5% | -8.0% | -5.3% |
| 30D | -6.5% | -4.5% | -2.1% | -5.7% |
| 3M | -6.0% | -0.4% | -5.6% | -6.7% |
| 6M | +33.7% | +19.1% | +14.5% | +26.4% |
| YTD | +16.4% | +66.7% | -50.3% | 0.0% |
| 1Y | +10.1% | +96.5% | -86.4% | -9.8% |
| 3Y | -16.3% | +155.2% | -171.5% | -38.2% |
| 5Y | +2.1% | +88.0% | -85.9% | -19.3% |
| 10Y | +233.1% | +1,046.8% | -813.7% | +58.3% |
| All | +419.6% | +1,113.8% | -694.1% | +143.8% |
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