+65.5%
KO vs URI
+126.5%
-61.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +0.4% | +2.5% | -2.1% | +0.4% |
| 30D | +1.5% | -12.5% | +14.1% | +1.5% |
| 3M | +11.8% | -6.2% | +18.0% | +11.8% |
| 6M | +16.2% | +25.9% | -9.6% | +15.4% |
| YTD | +28.1% | +26.2% | +1.9% | +27.2% |
| 1Y | +34.8% | +5.5% | +29.3% | +33.8% |
| 3Y | +65.5% | +125.0% | -59.5% | +58.4% |
| All | +65.5% | +126.5% | -61.0% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling