+29.0%
UPS vs KEYS
+98.0%
-68.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -2.9% | +2.3% | -5.1% | -3.2% |
| 30D | -3.5% | -2.6% | -0.9% | -3.3% |
| 3M | -5.7% | -4.6% | -1.1% | -5.6% |
| 6M | -4.4% | +8.7% | -13.1% | -6.2% |
| YTD | +8.0% | +61.0% | -53.0% | +1.2% |
| 1Y | +29.0% | +96.0% | -67.0% | +15.6% |
| All | +29.0% | +98.0% | -68.9% | +15.6% |
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