+44.3%
UPS vs KEY
+121.9%
-77.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.7% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | +17.3% | +7.2% | +10.1% | +15.1% |
| 3M | +7.9% | -4.9% | +12.8% | +9.3% |
| 6M | +13.7% | +1.1% | +12.7% | +13.3% |
| YTD | +17.2% | +6.8% | +10.4% | +15.0% |
| 1Y | +23.2% | +23.3% | 0.0% | +16.3% |
| 3Y | -5.9% | +126.1% | -131.9% | -26.0% |
| 5Y | -33.1% | +15.2% | -48.3% | -39.2% |
| 10Y | +44.3% | +113.6% | -69.3% | +8.9% |
| All | +44.3% | +121.9% | -77.6% | +8.9% |
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