+115.0%
UMC vs KEEL
-45.0%
+160.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.3% |
| 7D | -14.7% | -13.6% | -1.1% | -12.3% |
| 30D | -32.9% | -39.1% | +6.3% | -26.4% |
| 3M | -22.2% | -48.9% | +26.8% | -12.5% |
| 6M | +25.9% | -35.4% | +61.3% | +41.3% |
| YTD | +107.9% | -10.6% | +118.6% | +125.5% |
| 1Y | +115.0% | -45.3% | +160.3% | +143.9% |
| All | +115.0% | -45.0% | +160.0% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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