+62.9%
KO vs USAR
+57.7%
+5.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +0.2% |
| 7D | -1.1% | -9.3% | +8.2% | -1.2% |
| 30D | +1.6% | -15.2% | +16.7% | +1.3% |
| 3M | +5.8% | -21.1% | +26.9% | +5.6% |
| 6M | +14.3% | -21.6% | +35.8% | +14.1% |
| YTD | +27.3% | +34.8% | -7.5% | +27.9% |
| 1Y | +33.2% | +15.6% | +17.5% | +33.6% |
| All | +62.9% | +57.7% | +5.2% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling