+149.6%
KRE vs UMC
+1,169.9%
-1,020.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.1% | -2.2% |
| 7D | -1.1% | +13.6% | -14.7% | -4.6% |
| 30D | -3.4% | +20.8% | -24.1% | -8.5% |
| 3M | +3.7% | +16.1% | -12.4% | -3.5% |
| 6M | +14.8% | +137.3% | -122.5% | -14.7% |
| YTD | +14.7% | +193.8% | -179.1% | -21.4% |
| 1Y | +16.0% | +236.1% | -220.1% | -23.9% |
| 3Y | +84.3% | +267.1% | -182.9% | +15.0% |
| 5Y | +30.9% | +145.3% | -114.4% | -10.7% |
| 10Y | +122.0% | +1,857.3% | -1,735.4% | -30.4% |
| All | +149.6% | +1,169.9% | -1,020.3% | -31.7% |
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