+701.0%
KO vs UAL
+242.1%
+459.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.0% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | +1.4% | -16.1% | +17.5% | +2.8% |
| 3M | +15.4% | +6.1% | +9.2% | +14.6% |
| 6M | +14.3% | +10.8% | +3.4% | +12.7% |
| YTD | +27.7% | -0.4% | +28.1% | +26.7% |
| 1Y | +32.7% | +5.0% | +27.7% | +30.9% |
| 3Y | +62.2% | +124.0% | -61.8% | +46.8% |
| 5Y | +80.0% | +141.0% | -61.0% | +59.0% |
| 10Y | +175.6% | +118.0% | +57.6% | +133.5% |
| All | +701.0% | +242.1% | +459.0% | +463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling