+246.2%
UPS vs KEY
+101.0%
+145.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.4% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | +17.3% | +5.1% | +12.2% | +16.1% |
| 3M | +6.6% | -7.1% | +13.7% | +8.3% |
| 6M | +12.0% | -4.4% | +16.4% | +13.0% |
| YTD | +14.4% | +4.0% | +10.4% | +13.3% |
| 1Y | +23.3% | +23.4% | -0.1% | +17.8% |
| 3Y | -9.6% | +113.9% | -123.5% | -24.2% |
| 5Y | -34.1% | +12.3% | -46.4% | -38.7% |
| 10Y | +49.5% | +125.5% | -76.0% | +14.0% |
| All | +246.2% | +101.0% | +145.2% | +80.2% |
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