+32.7%
KO vs UMC
+209.4%
-176.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.6% |
| 7D | -1.8% | +5.0% | -6.7% | -1.5% |
| 30D | +1.4% | +7.7% | -6.2% | +1.9% |
| 3M | +15.4% | +1.7% | +13.7% | +15.4% |
| 6M | +14.3% | +113.9% | -99.6% | +13.6% |
| YTD | +27.7% | +168.9% | -141.2% | +28.9% |
| 1Y | +32.7% | +207.2% | -174.5% | +34.8% |
| All | +32.7% | +209.4% | -176.8% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling