+65.5%
KO vs UAL
+127.4%
-61.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.3% |
| 7D | +0.4% | +3.5% | -3.0% | +0.4% |
| 30D | +1.5% | -16.5% | +18.0% | +1.6% |
| 3M | +11.8% | +2.8% | +9.0% | +11.8% |
| 6M | +16.2% | +17.6% | -1.3% | +16.1% |
| YTD | +28.1% | -3.2% | +31.3% | +28.0% |
| 1Y | +34.8% | +0.4% | +34.3% | +34.6% |
| 3Y | +65.5% | +128.2% | -62.7% | +58.0% |
| All | +65.5% | +127.4% | -61.9% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling