+209.7%
KO vs USB
+94.3%
+115.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.2% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | +9.1% | +6.8% | +2.3% | +7.4% |
| 3M | +11.0% | -3.8% | +14.8% | +11.9% |
| 6M | +24.0% | +11.7% | +12.2% | +20.5% |
| YTD | +40.0% | +17.5% | +22.5% | +34.0% |
| 1Y | +39.7% | +33.8% | +6.0% | +29.5% |
| 3Y | +84.8% | +104.2% | -19.5% | +49.4% |
| 5Y | +96.8% | +26.4% | +70.4% | +79.8% |
| 10Y | +209.7% | +89.2% | +120.5% | +150.0% |
| All | +209.7% | +94.3% | +115.5% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling