+81.6%
KO vs SPXU
-85.8%
+167.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.5% |
| 7D | -1.1% | +6.4% | -7.5% | -0.6% |
| 30D | +1.6% | +5.9% | -4.4% | +2.1% |
| 3M | +5.8% | -11.7% | +17.4% | +4.7% |
| 6M | +14.3% | -28.7% | +43.0% | +10.9% |
| YTD | +27.3% | -26.4% | +53.7% | +24.1% |
| 1Y | +33.2% | -35.2% | +68.4% | +28.2% |
| 3Y | +64.5% | -79.8% | +144.3% | +39.1% |
| All | +81.6% | -85.8% | +167.4% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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