+65.7%
KRE vs UMAC
+473.8%
-408.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | -1.8% | -3.4% | +1.6% | -1.8% |
| 30D | -4.5% | -15.1% | +10.6% | -4.3% |
| 3M | +2.7% | -10.8% | +13.5% | +2.6% |
| 6M | +16.9% | +15.7% | +1.2% | +15.3% |
| YTD | +15.4% | +80.1% | -64.8% | +12.3% |
| 1Y | +16.1% | +116.7% | -100.6% | +12.1% |
| All | +65.7% | +473.8% | -408.0% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling