+7.0%
KKR vs UMAC
+488.3%
-481.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.2% | -3.0% |
| 7D | -8.1% | -4.0% | -4.1% | -8.0% |
| 30D | -9.1% | -9.4% | +0.3% | -9.0% |
| 3M | +6.4% | +3.0% | +3.4% | +5.5% |
| 6M | +12.6% | +27.2% | -14.6% | +9.5% |
| YTD | -20.4% | +84.7% | -105.1% | -24.1% |
| 1Y | -27.1% | +136.5% | -163.5% | -31.5% |
| All | +7.0% | +488.3% | -481.3% | -2.2% |
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