+115.0%
UMC vs KRMN
-59.3%
+174.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.5% | +11.4% | -2.0% |
| 7D | -14.7% | -10.0% | -4.6% | -14.5% |
| 30D | -32.9% | +3.5% | -36.3% | -32.8% |
| 3M | -22.2% | -36.7% | +14.6% | -21.4% |
| 6M | +25.9% | -47.7% | +73.6% | +26.3% |
| YTD | +107.9% | -53.3% | +161.2% | +106.5% |
| 1Y | +115.0% | -59.7% | +174.7% | +121.7% |
| All | +115.0% | -59.3% | +174.4% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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