+169.5%
KDP vs UMC
+1,863.6%
-1,694.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.3% |
| 7D | -3.7% | +9.0% | -12.7% | -4.1% |
| 30D | +6.2% | +17.2% | -11.1% | +5.4% |
| 3M | +1.2% | +11.4% | -10.2% | +0.1% |
| 6M | +15.3% | +137.5% | -122.2% | +8.4% |
| YTD | +14.8% | +193.1% | -178.3% | +6.4% |
| 1Y | +17.6% | +240.3% | -222.7% | +7.9% |
| 3Y | +2.1% | +262.2% | -260.1% | -7.2% |
| 5Y | +2.7% | +143.1% | -140.4% | -5.6% |
| All | +169.5% | +1,863.6% | -1,694.1% | +108.6% |
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