+552.3%
KO vs URI
+8,075.0%
-7,522.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.8% | +9.3% | -7.5% | +0.9% |
| 30D | +8.1% | +7.6% | +0.5% | +7.3% |
| 3M | +13.0% | +1.0% | +12.0% | +12.7% |
| 6M | +23.3% | +19.8% | +3.4% | +20.7% |
| YTD | +42.1% | +41.9% | +0.2% | +36.3% |
| 1Y | +39.9% | +33.4% | +6.5% | +34.9% |
| 3Y | +87.3% | +156.0% | -68.7% | +67.4% |
| 5Y | +99.3% | +209.5% | -110.3% | +72.7% |
| 10Y | +223.8% | +1,199.8% | -976.0% | +137.9% |
| All | +552.3% | +8,075.0% | -7,522.8% | +286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling