+240.3%
UMC vs KRMN
-43.1%
+283.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.3% |
| 7D | +9.0% | -11.8% | +20.8% | +9.3% |
| 30D | +17.2% | -43.0% | +60.3% | +19.5% |
| 3M | +11.4% | -28.8% | +40.2% | +12.3% |
| 6M | +137.5% | -66.3% | +203.9% | +144.9% |
| YTD | +193.1% | -51.8% | +244.9% | +188.6% |
| 1Y | +240.3% | -44.7% | +285.0% | +225.2% |
| All | +240.3% | -43.1% | +283.4% | +225.2% |
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