+1,730.4%
UMC vs KWEB
+20.3%
+1,710.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | +11.4% | -4.3% | +15.7% | +12.8% |
| 30D | +16.8% | -13.0% | +29.8% | +21.7% |
| 3M | +19.1% | -7.6% | +26.7% | +21.6% |
| 6M | +137.4% | -21.1% | +158.6% | +154.4% |
| YTD | +186.4% | -28.2% | +214.6% | +214.4% |
| 1Y | +229.1% | -34.9% | +263.9% | +271.7% |
| 3Y | +257.9% | -0.8% | +258.6% | +241.5% |
| 5Y | +137.5% | -43.6% | +181.1% | +155.8% |
| 10Y | +1,808.2% | -21.7% | +1,829.8% | +1,713.8% |
| All | +1,730.4% | +20.3% | +1,710.1% | +1,387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling