+808.1%
KO vs UAL
+235.7%
+572.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.0% |
| 7D | +3.7% | -3.0% | +6.8% | +4.0% |
| 30D | +8.1% | +10.5% | -2.3% | +7.2% |
| 3M | +14.2% | -13.5% | +27.7% | +15.3% |
| 6M | +25.2% | +14.2% | +11.0% | +23.2% |
| YTD | +44.7% | -2.2% | +47.0% | +43.6% |
| 1Y | +43.4% | +12.5% | +30.9% | +40.6% |
| 3Y | +90.1% | +186.8% | -96.8% | +68.2% |
| 5Y | +103.0% | +119.4% | -16.4% | +80.6% |
| 10Y | +229.8% | +81.4% | +148.4% | +182.7% |
| All | +808.1% | +235.7% | +572.4% | +538.9% |
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