+177.9%
KO vs UAL
+106.0%
+71.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -2.0% | +0.9% | -0.9% |
| 30D | +1.6% | -15.7% | +17.3% | +3.1% |
| 3M | +5.8% | +3.6% | +2.1% | +5.1% |
| 6M | +14.3% | +16.9% | -2.6% | +11.8% |
| YTD | +27.3% | -4.8% | +32.1% | +26.7% |
| 1Y | +33.2% | -0.9% | +34.1% | +31.7% |
| 3Y | +64.5% | +124.5% | -60.0% | +43.6% |
| 5Y | +83.1% | +140.2% | -57.1% | +54.1% |
| All | +177.9% | +106.0% | +71.9% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling