+31.6%
KR vs UMAC
+488.3%
-456.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +0.9% |
| 7D | -2.7% | -4.0% | +1.3% | -2.7% |
| 30D | +1.9% | -9.4% | +11.3% | +1.9% |
| 3M | -11.0% | +3.0% | -14.0% | -10.9% |
| 6M | -20.2% | +27.2% | -47.4% | -20.0% |
| YTD | -7.3% | +84.7% | -92.0% | -7.1% |
| 1Y | -13.1% | +136.5% | -149.6% | -13.1% |
| All | +31.6% | +488.3% | -456.7% | +29.6% |
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