+8.9%
KDP vs UMAC
+488.3%
-479.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.9% |
| 7D | -4.3% | -4.0% | -0.3% | -4.3% |
| 30D | +7.8% | -9.4% | +17.2% | +7.8% |
| 3M | -0.1% | +3.0% | -3.0% | +0.1% |
| 6M | +14.0% | +27.2% | -13.2% | +14.1% |
| YTD | +15.1% | +84.7% | -69.6% | +15.0% |
| 1Y | +18.5% | +136.5% | -118.0% | +18.3% |
| All | +8.9% | +488.3% | -479.4% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling