+15.2%
KDP vs UMC
+209.4%
-194.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -0.9% |
| 7D | +1.3% | +5.0% | -3.7% | +1.3% |
| 30D | +6.0% | +7.7% | -1.7% | +6.0% |
| 3M | +9.2% | +1.7% | +7.5% | +8.1% |
| 6M | +14.7% | +113.9% | -99.2% | +6.5% |
| YTD | +19.2% | +168.9% | -149.7% | +9.1% |
| 1Y | +15.2% | +207.2% | -192.0% | +6.0% |
| All | +15.2% | +209.4% | -194.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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