+676.6%
UMAC vs KIM
+35.1%
+641.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.4% |
| 7D | -4.0% | -1.5% | -2.5% | -2.9% |
| 30D | -9.4% | -1.7% | -7.7% | -8.4% |
| 3M | +3.0% | -7.1% | +10.1% | +6.5% |
| 6M | +27.2% | +2.9% | +24.3% | +18.1% |
| YTD | +84.7% | +18.8% | +65.8% | +43.5% |
| 1Y | +136.5% | +9.4% | +127.1% | +102.3% |
| All | +676.6% | +35.1% | +641.4% | +551.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling