+59.3%
KO vs UMAC
+488.3%
-429.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.3% |
| 7D | -1.1% | -4.0% | +2.9% | -1.1% |
| 30D | +1.6% | -9.4% | +11.0% | +1.5% |
| 3M | +5.8% | +3.0% | +2.8% | +6.0% |
| 6M | +14.3% | +27.2% | -12.9% | +14.8% |
| YTD | +27.3% | +84.7% | -57.4% | +28.1% |
| 1Y | +33.2% | +136.5% | -103.3% | +33.9% |
| All | +59.3% | +488.3% | -429.0% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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