+83.1%
KO vs URA
+121.8%
-38.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.3% |
| 7D | -1.1% | -1.5% | +0.4% | -1.1% |
| 30D | +1.6% | -0.4% | +1.9% | +1.6% |
| 3M | +5.8% | +6.3% | -0.5% | +5.7% |
| 6M | +14.3% | -14.0% | +28.3% | +14.4% |
| YTD | +27.3% | +5.3% | +22.0% | +26.7% |
| 1Y | +33.2% | +11.7% | +21.5% | +31.7% |
| 3Y | +64.5% | +109.8% | -45.3% | +55.0% |
| 5Y | +83.1% | +108.0% | -24.8% | +69.7% |
| All | +83.1% | +121.8% | -38.7% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling