+633.4%
KR vs UMC
+283.0%
+350.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | -2.7% | +11.4% | -14.0% | -3.4% |
| 30D | +1.9% | +16.8% | -14.9% | +0.8% |
| 3M | -11.0% | +19.1% | -30.1% | -12.9% |
| 6M | -20.2% | +137.4% | -157.6% | -26.3% |
| YTD | -7.3% | +186.4% | -193.7% | -16.0% |
| 1Y | -13.1% | +229.1% | -242.2% | -22.3% |
| 3Y | +29.7% | +257.9% | -228.2% | +14.1% |
| 5Y | +48.8% | +137.5% | -88.8% | +33.8% |
| 10Y | +122.8% | +1,808.2% | -1,685.4% | +56.6% |
| All | +633.4% | +283.0% | +350.4% | +391.2% |
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 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