+134.9%
KO vs U
-29.6%
+164.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.4% | +1.9% |
| 7D | +3.7% | +2.6% | +1.2% | +3.7% |
| 30D | +8.1% | +27.6% | -19.4% | +8.1% |
| 3M | +14.2% | +15.3% | -1.1% | +14.2% |
| 6M | +25.2% | +96.4% | -71.2% | +25.1% |
| YTD | +44.7% | +19.6% | +25.2% | +45.0% |
| 1Y | +43.4% | +42.1% | +1.2% | +43.3% |
| 3Y | +90.1% | +87.5% | +2.5% | +88.0% |
| 5Y | +103.0% | -73.1% | +176.1% | +95.0% |
| All | +134.9% | -29.6% | +164.5% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling