-29.8%
KKR vs UMAC
+129.0%
-158.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | -6.2% | -3.4% | -2.8% | -6.0% |
| 30D | -8.9% | -15.1% | +6.2% | -8.4% |
| 3M | +6.3% | -10.8% | +17.0% | +6.0% |
| 6M | +16.5% | +15.7% | +0.8% | +13.5% |
| YTD | -20.3% | +80.1% | -100.4% | -26.0% |
| 1Y | -29.8% | +116.7% | -146.5% | -36.0% |
| All | -29.8% | +129.0% | -158.8% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling