+177.9%
KO vs URI
+1,233.8%
-1,055.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.8% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +1.6% | -13.4% | +14.9% | +3.2% |
| 3M | +5.8% | -6.2% | +12.0% | +6.2% |
| 6M | +14.3% | +28.0% | -13.7% | +10.0% |
| YTD | +27.3% | +23.0% | +4.4% | +22.6% |
| 1Y | +33.2% | +5.5% | +27.6% | +30.6% |
| 3Y | +64.5% | +119.2% | -54.7% | +41.9% |
| 5Y | +83.1% | +201.0% | -117.9% | +46.6% |
| All | +177.9% | +1,233.8% | -1,055.9% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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