+262.2%
UMC vs KEEL
+197.5%
+64.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.9% |
| 7D | +9.0% | +2.9% | +6.1% | +8.7% |
| 30D | +17.2% | +0.8% | +16.4% | +16.8% |
| 3M | +11.4% | -35.3% | +46.7% | +15.1% |
| 6M | +137.5% | +59.4% | +78.1% | +129.2% |
| YTD | +193.1% | +51.9% | +141.2% | +180.9% |
| 1Y | +240.3% | +75.0% | +165.3% | +217.4% |
| 3Y | +262.2% | +224.5% | +37.6% | +204.9% |
| All | +262.2% | +197.5% | +64.7% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling