+4.4%
KDP vs UMC
+262.0%
-257.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.5% |
| 7D | -1.6% | +13.6% | -15.2% | -1.8% |
| 30D | +9.5% | +20.8% | -11.3% | +9.0% |
| 3M | +2.6% | +16.1% | -13.5% | +1.3% |
| 6M | +15.6% | +137.3% | -121.7% | +8.5% |
| YTD | +17.3% | +193.8% | -176.4% | +8.8% |
| 1Y | +20.1% | +236.1% | -216.0% | +10.5% |
| All | +4.4% | +262.0% | -257.6% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling