+38.9%
KDP vs UMC
+117.0%
-78.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.5% |
| 7D | -0.8% | +11.2% | -12.0% | -0.5% |
| 30D | +9.7% | -28.0% | +37.8% | +8.9% |
| 3M | +17.6% | -20.5% | +38.2% | +16.7% |
| 6M | +25.8% | -1.6% | +27.3% | +21.6% |
| YTD | +33.9% | +99.4% | -65.5% | +25.3% |
| 1Y | +38.9% | +120.4% | -81.5% | +31.1% |
| All | +38.9% | +117.0% | -78.2% | +31.1% |
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