+4,235.9%
KO vs USB
+8,537.0%
-4,301.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -1.8% | +1.4% | -3.2% | -2.0% |
| 30D | +1.4% | -1.3% | +2.7% | +1.7% |
| 3M | +15.4% | +15.2% | +0.1% | +12.2% |
| 6M | +14.3% | +18.8% | -4.6% | +10.3% |
| YTD | +27.7% | +21.0% | +6.6% | +22.6% |
| 1Y | +32.7% | +34.0% | -1.3% | +24.9% |
| 3Y | +62.2% | +95.3% | -33.1% | +39.4% |
| 5Y | +80.0% | +40.4% | +39.6% | +62.2% |
| 10Y | +175.6% | +107.3% | +68.3% | +124.1% |
| All | +4,235.9% | +8,537.0% | -4,301.1% | +1,723.7% |
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