+18.5%
KDP vs UMC
+227.6%
-209.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.9% |
| 7D | -4.3% | +11.4% | -15.7% | -4.3% |
| 30D | +7.8% | +16.8% | -9.0% | +7.8% |
| 3M | -0.1% | +19.1% | -19.1% | -1.6% |
| 6M | +14.0% | +137.4% | -123.4% | +5.5% |
| YTD | +15.1% | +186.4% | -171.3% | +5.4% |
| 1Y | +18.5% | +229.1% | -210.6% | +8.7% |
| All | +18.5% | +227.6% | -209.1% | +8.7% |
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