+224.2%
KO vs USB
+84.9%
+139.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.8% | -0.5% | +2.4% | +2.0% |
| 30D | +8.7% | +5.7% | +3.0% | +7.2% |
| 3M | +13.5% | -4.7% | +18.2% | +14.7% |
| 6M | +25.6% | +13.4% | +12.2% | +21.6% |
| YTD | +42.3% | +17.0% | +25.3% | +36.3% |
| 1Y | +39.9% | +32.4% | +7.5% | +29.9% |
| 3Y | +87.5% | +101.7% | -14.1% | +52.0% |
| 5Y | +99.1% | +24.4% | +74.6% | +82.7% |
| 10Y | +224.2% | +83.6% | +140.6% | +152.9% |
| All | +224.2% | +84.9% | +139.4% | +152.9% |
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