+517.9%
KO vs SPXU
-100.0%
+617.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.6% |
| 7D | -1.1% | +6.4% | -7.5% | 0.0% |
| 30D | +1.6% | +5.9% | -4.4% | +2.7% |
| 3M | +5.8% | -11.7% | +17.4% | +3.6% |
| 6M | +14.3% | -28.7% | +43.0% | +8.1% |
| YTD | +27.3% | -26.4% | +53.7% | +21.2% |
| 1Y | +33.2% | -35.2% | +68.4% | +24.1% |
| 3Y | +64.5% | -79.8% | +144.3% | +27.1% |
| 5Y | +83.1% | -86.1% | +169.2% | +41.8% |
| 10Y | +183.9% | -99.5% | +283.4% | +33.8% |
| All | +517.9% | -100.0% | +617.9% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling