+177.9%
KO vs UNH
+243.5%
-65.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.1% | -3.2% | +2.1% | -0.5% |
| 30D | +1.6% | -3.5% | +5.0% | +2.2% |
| 3M | +5.8% | -4.2% | +9.9% | +6.5% |
| 6M | +14.3% | +38.3% | -24.0% | +7.0% |
| YTD | +27.3% | +19.2% | +8.1% | +21.7% |
| 1Y | +33.2% | +15.0% | +18.2% | +28.0% |
| 3Y | +64.5% | -14.5% | +79.0% | +61.9% |
| 5Y | +83.1% | +4.6% | +78.5% | +67.2% |
| All | +177.9% | +243.5% | -65.6% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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