+102.9%
KO vs URA
+25.6%
+77.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.9% |
| 7D | +3.7% | -1.5% | +5.3% | +3.7% |
| 30D | +8.1% | -10.4% | +18.5% | +8.1% |
| 3M | +14.2% | -29.6% | +43.8% | +14.2% |
| 6M | +25.2% | -40.3% | +65.5% | +25.6% |
| YTD | +44.7% | -25.5% | +70.2% | +44.0% |
| 1Y | +43.4% | -26.4% | +69.8% | +42.6% |
| 3Y | +90.1% | +31.4% | +58.6% | +79.9% |
| All | +102.9% | +25.6% | +77.3% | +91.5% |
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