+11.0%
KDP vs UMAC
+508.0%
-497.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +4.9% | -1.5% |
| 7D | -1.6% | +3.3% | -4.8% | -1.6% |
| 30D | +9.5% | -10.4% | +19.9% | +9.5% |
| 3M | +2.6% | +1.8% | +0.9% | +2.8% |
| 6M | +15.6% | +40.7% | -25.1% | +15.8% |
| YTD | +17.3% | +90.9% | -73.6% | +17.3% |
| 1Y | +20.1% | +151.8% | -131.7% | +19.8% |
| All | +11.0% | +508.0% | -497.0% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling