+36.1%
UPS vs KEY
+167.1%
-131.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -3.7% | -3.3% | -0.5% | -2.9% |
| 3M | -6.6% | -0.7% | -5.8% | -6.4% |
| 6M | +2.6% | +12.5% | -10.0% | -0.7% |
| YTD | +4.8% | +8.4% | -3.6% | +2.4% |
| 1Y | +25.3% | +18.4% | +6.8% | +19.3% |
| 3Y | -26.9% | +123.3% | -150.2% | -42.5% |
| 5Y | -33.5% | +38.8% | -72.3% | -42.5% |
| 10Y | +36.1% | +169.3% | -133.2% | -2.3% |
| All | +36.1% | +167.1% | -131.0% | -2.3% |
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 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