+144.1%
UMC vs KWEB
-42.7%
+186.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +9.0% | -5.6% | +14.6% | +10.6% |
| 30D | +17.2% | -10.7% | +27.9% | +20.8% |
| 3M | +11.4% | -7.4% | +18.8% | +13.5% |
| 6M | +137.5% | -19.3% | +156.8% | +151.0% |
| YTD | +193.1% | -27.8% | +220.9% | +217.8% |
| 1Y | +240.3% | -35.9% | +276.2% | +281.0% |
| 3Y | +262.2% | -1.9% | +264.1% | +248.3% |
| All | +144.1% | -42.7% | +186.9% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling