+32.7%
KO vs USAR
+27.9%
+4.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -1.8% | -2.1% | +0.3% | -1.8% |
| 30D | +1.4% | +2.6% | -1.2% | +1.6% |
| 3M | +15.4% | -35.0% | +50.4% | +14.8% |
| 6M | +14.3% | -6.9% | +21.1% | +14.1% |
| YTD | +27.7% | +48.0% | -20.3% | +28.8% |
| 1Y | +32.7% | +24.8% | +7.9% | +30.7% |
| All | +32.7% | +27.9% | +4.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling