+248.2%
UMC vs KVUE
-20.4%
+268.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +9.0% | -5.1% | +14.1% | +9.2% |
| 30D | +17.2% | -6.3% | +23.6% | +17.5% |
| 3M | +11.4% | -0.5% | +11.9% | +10.9% |
| 6M | +137.5% | +3.1% | +134.4% | +135.7% |
| YTD | +193.1% | +6.7% | +186.4% | +190.3% |
| 1Y | +240.3% | -1.1% | +241.4% | +238.6% |
| 3Y | +262.2% | -8.7% | +270.9% | +259.7% |
| All | +248.2% | -20.4% | +268.6% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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