+62.4%
KO vs URA
+116.4%
-54.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -1.0% |
| 7D | -0.8% | +5.7% | -6.5% | -0.5% |
| 30D | +0.8% | +5.6% | -4.8% | +1.1% |
| 3M | +8.3% | +6.2% | +2.1% | +8.9% |
| 6M | +14.0% | -8.2% | +22.3% | +14.1% |
| YTD | +26.9% | +9.7% | +17.2% | +27.9% |
| 1Y | +32.7% | +17.0% | +15.7% | +33.6% |
| All | +62.4% | +116.4% | -54.0% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling