-46.9%
KVYO vs UMAC
+473.8%
-520.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.5% |
| 7D | -12.1% | -3.4% | -8.7% | -12.0% |
| 30D | -5.2% | -15.1% | +9.9% | -4.9% |
| 3M | +14.5% | -10.8% | +25.3% | +14.5% |
| 6M | -17.6% | +15.7% | -33.3% | -18.8% |
| YTD | -49.6% | +80.1% | -129.8% | -51.0% |
| 1Y | -48.6% | +116.7% | -165.3% | -50.5% |
| All | -46.9% | +473.8% | -520.7% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling