+10.6%
KR vs UMC
+112.5%
-101.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +2.9% |
| 7D | +6.1% | -14.7% | +20.7% | +3.8% |
| 30D | +17.3% | -32.9% | +50.2% | +11.5% |
| 3M | +20.2% | -22.2% | +42.3% | +16.7% |
| 6M | +3.3% | +25.9% | -22.6% | +6.2% |
| YTD | +12.3% | +107.9% | -95.6% | +23.9% |
| 1Y | +10.6% | +115.0% | -104.4% | +22.9% |
| All | +10.6% | +112.5% | -101.9% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling