+43.5%
KDP vs UMAC
+2.9%
+40.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -10.9% | +16.8% | +5.5% |
| 7D | +5.3% | -26.0% | +31.4% | +4.4% |
| 30D | +19.1% | -40.3% | +59.4% | +17.4% |
| 3M | +19.2% | -51.1% | +70.3% | +17.2% |
| 6M | +29.3% | -5.6% | +34.9% | +30.2% |
| YTD | +35.5% | +2.3% | +33.3% | +36.1% |
| 1Y | +43.5% | +7.9% | +35.6% | +43.7% |
| All | +43.5% | +2.9% | +40.5% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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