+2.3%
KEEL vs UMAC
+473.8%
-471.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.2% | +4.1% |
| 7D | +2.9% | -3.4% | +6.3% | +3.4% |
| 30D | +0.8% | -15.1% | +15.9% | +2.3% |
| 3M | -35.3% | -10.8% | -24.6% | -35.2% |
| 6M | +59.4% | +15.7% | +43.7% | +50.7% |
| YTD | +51.9% | +80.1% | -28.2% | +37.1% |
| 1Y | +75.0% | +116.7% | -41.7% | +55.4% |
| All | +2.3% | +473.8% | -471.5% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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