+19.7%
KDP vs UMC
+76.4%
-56.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | +8.2% | -8.3% | +16.5% | +8.4% |
| 30D | +18.4% | -34.5% | +52.9% | +19.9% |
| 3M | +29.2% | -20.0% | +49.2% | +29.6% |
| 6M | +32.3% | -0.7% | +33.0% | +28.9% |
| YTD | +38.5% | +94.7% | -56.2% | +27.3% |
| 1Y | +48.5% | +106.0% | -57.5% | +35.8% |
| 3Y | +32.5% | +124.3% | -91.8% | +19.0% |
| 5Y | +19.7% | +78.0% | -58.3% | +8.7% |
| All | +19.7% | +76.4% | -56.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling