+272.3%
UMAC vs KIM
+48.2%
+224.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.9% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -36.4% | +14.1% | -50.5% | -42.0% |
| 3M | -58.6% | +6.0% | -64.6% | -60.3% |
| 6M | -24.6% | +13.2% | -37.9% | -34.6% |
| YTD | -11.5% | +30.4% | -41.8% | -35.5% |
| 1Y | +16.9% | +31.0% | -14.1% | -15.9% |
| All | +272.3% | +48.2% | +224.0% | +193.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling