+702.6%
UMAC vs KIM
+36.8%
+665.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.8% |
| 7D | +3.3% | -1.0% | +4.2% | +4.0% |
| 30D | -10.4% | -1.1% | -9.3% | -9.8% |
| 3M | +1.8% | -5.3% | +7.1% | +3.7% |
| 6M | +40.7% | +3.9% | +36.8% | +29.8% |
| YTD | +90.9% | +20.3% | +70.6% | +47.1% |
| 1Y | +151.8% | +10.4% | +141.3% | +114.3% |
| All | +702.6% | +36.8% | +665.9% | +568.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling