+1,688.1%
KKR vs UMC
+1,380.3%
+307.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.5% | -2.7% |
| 7D | -2.2% | +13.6% | -15.8% | -5.8% |
| 30D | +0.3% | +20.8% | -20.5% | -5.3% |
| 3M | +8.8% | +16.1% | -7.3% | +1.2% |
| 6M | +14.9% | +137.3% | -122.4% | -15.7% |
| YTD | -17.9% | +193.8% | -211.6% | -45.1% |
| 1Y | -23.7% | +236.1% | -259.8% | -51.5% |
| 3Y | +69.1% | +267.1% | -198.1% | +2.9% |
| 5Y | +72.6% | +145.3% | -72.7% | +16.2% |
| 10Y | +728.2% | +1,857.3% | -1,129.1% | +165.8% |
| All | +1,688.1% | +1,380.3% | +307.9% | +458.6% |
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