+7.3%
KWEB vs UMAC
+473.8%
-466.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.1% | +0.7% |
| 7D | -5.6% | -3.4% | -2.2% | -5.5% |
| 30D | -10.7% | -15.1% | +4.4% | -10.4% |
| 3M | -7.4% | -10.8% | +3.4% | -7.6% |
| 6M | -19.3% | +15.7% | -35.0% | -20.8% |
| YTD | -27.8% | +80.1% | -107.9% | -30.3% |
| 1Y | -35.9% | +116.7% | -152.7% | -38.8% |
| All | +7.3% | +473.8% | -466.4% | -2.3% |
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