+33.6%
KO vs UPS
+29.2%
+4.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.3% |
| 7D | -1.1% | -3.4% | +2.3% | -1.1% |
| 30D | +1.6% | -2.7% | +4.3% | +1.5% |
| 3M | +5.8% | -1.6% | +7.4% | +5.4% |
| 6M | +14.3% | +2.3% | +12.0% | +12.9% |
| YTD | +27.3% | +5.6% | +21.7% | +25.6% |
| All | +33.6% | +29.2% | +4.3% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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