+156.3%
UMAC vs KIM
+9.1%
+147.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -4.3% |
| 7D | -0.9% | -0.8% | -0.2% | -1.5% |
| 30D | -7.7% | -5.1% | -2.5% | -11.8% |
| 3M | -26.4% | -0.6% | -25.8% | -27.8% |
| 6M | +61.9% | +2.4% | +59.5% | +57.3% |
| YTD | +86.5% | +19.0% | +67.5% | +85.4% |
| 1Y | +156.3% | +8.4% | +147.9% | +164.3% |
| All | +156.3% | +9.1% | +147.2% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling