+17.4%
KRMN vs UMAC
+91.3%
-73.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.1% |
| 7D | -11.8% | -3.4% | -8.3% | -11.1% |
| 30D | -43.0% | -15.1% | -27.9% | -41.7% |
| 3M | -28.8% | -10.8% | -18.1% | -28.8% |
| 6M | -66.3% | +15.7% | -82.0% | -69.5% |
| YTD | -51.8% | +80.1% | -131.9% | -59.7% |
| 1Y | -44.7% | +116.7% | -161.4% | -55.8% |
| All | +17.4% | +91.3% | -73.8% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling