-14.8%
MU vs KO
+10.9%
-25.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.9% |
| 7D | -12.0% | +0.2% | -12.3% | -11.6% |
| 30D | -28.7% | +9.1% | -37.8% | -17.9% |
| All | -14.8% | +10.9% | -25.7% | +2.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling