+906.2%
MU vs KO
+83.6%
+822.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.6% |
| 7D | -12.0% | +0.2% | -12.3% | -11.8% |
| 30D | -28.7% | +9.1% | -37.8% | -22.7% |
| 3M | -16.4% | +11.0% | -27.4% | -7.8% |
| 6M | -1.8% | +24.0% | -25.8% | +19.4% |
| YTD | +157.1% | +40.0% | +117.0% | +236.8% |
| 1Y | +208.5% | +39.7% | +168.8% | +304.4% |
| 3Y | +906.2% | +84.8% | +821.4% | +1,492.3% |
| All | +906.2% | +83.6% | +822.6% | +1,492.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling