+31.7%
KRE vs UMC
+143.5%
-111.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.3% |
| 7D | -1.8% | +9.0% | -10.8% | -3.4% |
| 30D | -4.5% | +17.2% | -21.7% | -7.3% |
| 3M | +2.7% | +11.4% | -8.7% | -1.4% |
| 6M | +16.9% | +137.5% | -120.7% | -7.6% |
| YTD | +15.4% | +193.1% | -177.7% | -15.5% |
| 1Y | +16.1% | +240.3% | -224.2% | -19.0% |
| 3Y | +85.7% | +262.2% | -176.5% | +23.3% |
| All | +31.7% | +143.5% | -111.8% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling