+177.9%
KO vs UMC
+1,818.5%
-1,640.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | -1.1% | +11.4% | -12.5% | -1.5% |
| 30D | +1.6% | +16.8% | -15.2% | +0.9% |
| 3M | +5.8% | +19.1% | -13.3% | +4.2% |
| 6M | +14.3% | +137.4% | -123.2% | +7.6% |
| YTD | +27.3% | +186.4% | -159.1% | +18.2% |
| 1Y | +33.2% | +229.1% | -195.9% | +22.3% |
| 3Y | +64.5% | +257.9% | -193.4% | +48.8% |
| 5Y | +83.1% | +137.5% | -54.4% | +68.7% |
| All | +177.9% | +1,818.5% | -1,640.6% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling