+4,638.2%
KO vs USB
+8,078.7%
-3,440.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +11.5% | +5.8% | +5.6% | +10.3% |
| 3M | +10.8% | -6.0% | +16.8% | +12.0% |
| 6M | +22.3% | +7.8% | +14.5% | +20.3% |
| YTD | +39.5% | +14.6% | +24.9% | +35.3% |
| 1Y | +42.2% | +31.8% | +10.4% | +34.3% |
| 3Y | +83.1% | +91.5% | -8.5% | +58.2% |
| 5Y | +94.8% | +22.0% | +72.8% | +80.5% |
| 10Y | +212.9% | +96.1% | +116.8% | +157.0% |
| All | +4,638.2% | +8,078.7% | -3,440.5% | +1,912.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling