+99.3%
KO vs USB
+24.1%
+75.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +1.8% | +1.2% | +0.6% | +1.6% |
| 30D | +8.1% | +6.3% | +1.8% | +7.4% |
| 3M | +13.0% | -6.1% | +19.2% | +13.8% |
| 6M | +23.3% | +13.0% | +10.3% | +21.4% |
| YTD | +42.1% | +16.6% | +25.5% | +39.2% |
| 1Y | +39.9% | +31.1% | +8.8% | +35.0% |
| 3Y | +87.3% | +100.9% | -13.6% | +67.7% |
| 5Y | +99.3% | +24.5% | +74.7% | +98.2% |
| All | +99.3% | +24.1% | +75.2% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling