+30.6%
UPS vs KEYS
+55.9%
-25.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.3% | +11.0% | +5.2% |
| 7D | +8.2% | -14.8% | +23.0% | +9.6% |
| 30D | +22.7% | -25.6% | +48.3% | +26.0% |
| 3M | +6.4% | -16.2% | +22.7% | +7.5% |
| 6M | +22.6% | -18.6% | +41.3% | +23.8% |
| YTD | +20.7% | +40.7% | -20.0% | +16.0% |
| 1Y | +30.6% | +59.6% | -29.0% | +24.2% |
| All | +30.6% | +55.9% | -25.3% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling