+288.8%
UMC vs KRMN
+17.6%
+271.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.2% |
| 7D | +9.0% | -11.8% | +20.8% | +9.5% |
| 30D | +17.2% | -43.0% | +60.3% | +20.2% |
| 3M | +11.4% | -28.8% | +40.2% | +12.7% |
| 6M | +137.5% | -66.3% | +203.9% | +148.4% |
| YTD | +193.1% | -51.8% | +244.9% | +195.4% |
| 1Y | +240.3% | -44.7% | +285.0% | +238.1% |
| All | +288.8% | +17.6% | +271.2% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling