+14.8%
KRE vs UMAC
+31.5%
-16.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -1.1% |
| 7D | -1.1% | +3.3% | -4.3% | -1.1% |
| 30D | -3.4% | -10.4% | +7.0% | -3.3% |
| 3M | +3.7% | +1.8% | +1.9% | +3.8% |
| 6M | +14.8% | +40.7% | -26.0% | +15.7% |
| All | +14.8% | +31.5% | -16.7% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling