+757.4%
UMAC vs KIM
+37.9%
+719.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.7% | +8.9% |
| 7D | +14.7% | -0.3% | +15.0% | +15.0% |
| 30D | -0.5% | -1.7% | +1.2% | +0.5% |
| 3M | +0.5% | -0.8% | +1.3% | -2.0% |
| 6M | +57.9% | +4.4% | +53.5% | +45.3% |
| YTD | +103.9% | +21.2% | +82.7% | +56.2% |
| 1Y | +159.3% | +10.5% | +148.7% | +121.5% |
| All | +757.4% | +37.9% | +719.6% | +609.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling