+66.5%
KKR vs UMC
+143.5%
-77.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.5% |
| 7D | -6.2% | +9.0% | -15.2% | -8.7% |
| 30D | -8.9% | +17.2% | -26.1% | -13.5% |
| 3M | +6.3% | +11.4% | -5.1% | -0.8% |
| 6M | +16.5% | +137.5% | -121.0% | -20.9% |
| YTD | -20.3% | +193.1% | -213.4% | -53.0% |
| 1Y | -29.8% | +240.3% | -270.1% | -62.0% |
| 3Y | +63.2% | +262.2% | -199.0% | -18.5% |
| All | +66.5% | +143.5% | -77.0% | -3.2% |
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