+79.3%
KO vs USAR
-19.4%
+98.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.9% |
| 7D | +3.7% | -0.8% | +4.5% | +3.7% |
| 30D | +8.1% | -20.9% | +29.1% | +7.8% |
| 3M | +14.2% | -56.2% | +70.4% | +12.9% |
| 6M | +25.2% | -67.9% | +93.1% | +23.6% |
| YTD | +44.7% | -31.4% | +76.2% | +44.0% |
| 1Y | +43.4% | -45.1% | +88.4% | +42.4% |
| 3Y | +90.1% | -20.3% | +110.4% | +82.8% |
| All | +79.3% | -19.4% | +98.7% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling