+62.4%
KO vs U
+11.2%
+51.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -0.8% | +4.4% | -5.1% | -0.7% |
| 30D | +0.8% | -1.3% | +2.1% | +0.8% |
| 3M | +8.3% | +49.6% | -41.2% | +9.3% |
| 6M | +14.0% | +100.2% | -86.2% | +15.7% |
| YTD | +26.9% | -3.7% | +30.6% | +27.9% |
| 1Y | +32.7% | -6.5% | +39.2% | +33.7% |
| All | +62.4% | +11.2% | +51.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 3y: compounded portfolio wealth divided by compounded U 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…
3y analysis · Full analysis span regression · 6 months rolling