+590.0%
KO vs UMC
+283.0%
+307.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | -1.1% | +11.4% | -12.5% | -2.0% |
| 30D | +1.6% | +16.8% | -15.2% | +0.2% |
| 3M | +5.8% | +19.1% | -13.3% | +3.2% |
| 6M | +14.3% | +137.4% | -123.2% | +4.1% |
| YTD | +27.3% | +186.4% | -159.1% | +13.6% |
| 1Y | +33.2% | +229.1% | -195.9% | +17.1% |
| 3Y | +64.5% | +257.9% | -193.4% | +42.0% |
| 5Y | +83.1% | +137.5% | -54.4% | +62.1% |
| 10Y | +183.9% | +1,808.2% | -1,624.2% | +96.2% |
| All | +590.0% | +283.0% | +307.0% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling