-20.2%
KR vs UMC
+134.2%
-154.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.5% |
| 7D | -2.7% | +11.4% | -14.0% | -1.0% |
| 30D | +1.9% | +16.8% | -14.9% | +4.5% |
| 3M | -11.0% | +19.1% | -30.1% | -7.2% |
| 6M | -20.2% | +137.4% | -157.6% | -6.9% |
| All | -20.2% | +134.2% | -154.4% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling