+207.2%
UMC vs KWEB
-27.0%
+234.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.0% |
| 7D | +5.0% | -1.0% | +6.0% | +5.2% |
| 30D | +7.7% | -8.7% | +16.4% | +10.4% |
| 3M | +1.7% | -4.0% | +5.6% | +2.9% |
| 6M | +113.9% | -13.1% | +127.1% | +120.4% |
| YTD | +168.9% | -23.5% | +192.4% | +175.1% |
| 1Y | +207.2% | -27.2% | +234.4% | +237.3% |
| All | +207.2% | -27.0% | +234.2% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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