+1,232.8%
KDP vs UMC
+972.4%
+260.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.0% | -5.4% | -7.2% |
| 7D | -4.0% | +17.8% | -21.8% | -5.6% |
| 30D | +8.5% | -29.6% | +38.1% | +12.1% |
| 3M | +20.7% | -18.4% | +39.1% | +22.3% |
| 6M | +23.2% | -0.1% | +23.3% | +20.1% |
| YTD | +30.5% | +104.0% | -73.6% | +15.8% |
| 1Y | +35.9% | +121.5% | -85.6% | +19.3% |
| 3Y | +24.8% | +135.0% | -110.2% | +7.5% |
| 5Y | +13.4% | +83.0% | -69.6% | -1.0% |
| 10Y | +239.3% | +1,312.7% | -1,073.4% | +107.0% |
| All | +1,232.8% | +972.4% | +260.4% | +672.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling