+486.0%
KO vs URI
+7,134.6%
-6,648.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -1.8% | -2.0% | +0.2% | -1.6% |
| 30D | +1.4% | -12.9% | +14.4% | +2.7% |
| 3M | +15.4% | -6.7% | +22.1% | +15.8% |
| 6M | +14.3% | +19.0% | -4.7% | +11.8% |
| YTD | +27.7% | +25.5% | +2.1% | +24.0% |
| 1Y | +32.7% | +5.5% | +27.2% | +30.9% |
| 3Y | +62.2% | +111.3% | -49.1% | +47.7% |
| 5Y | +80.0% | +198.6% | -118.6% | +56.5% |
| 10Y | +175.6% | +1,179.9% | -1,004.3% | +102.8% |
| All | +486.0% | +7,134.6% | -6,648.6% | +251.7% |
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