-18.3%
MU vs KO
+9.6%
-27.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | +0.9% |
| 7D | +12.8% | +3.7% | +9.1% | +20.9% |
| 30D | -14.9% | +8.1% | -23.0% | +0.4% |
| All | -18.3% | +9.6% | -27.9% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 1mo: compounded portfolio wealth divided by compounded KO 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…
1mo analysis · Full analysis span regression · Available span rolling