+247.9%
KDP vs UMC
+1,272.7%
-1,024.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.7% |
| 7D | -0.8% | +11.2% | -12.0% | -1.2% |
| 30D | +9.7% | -28.0% | +37.8% | +11.0% |
| 3M | +17.6% | -20.5% | +38.2% | +18.2% |
| 6M | +25.8% | -1.6% | +27.3% | +23.8% |
| YTD | +33.9% | +99.4% | -65.5% | +25.8% |
| 1Y | +38.9% | +120.4% | -81.5% | +29.7% |
| 3Y | +26.8% | +134.2% | -107.4% | +17.3% |
| 5Y | +16.3% | +78.8% | -62.5% | +8.0% |
| All | +247.9% | +1,272.7% | -1,024.9% | +183.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling