+1,341.2%
MU vs KO
+65.5%
+1,275.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.4% |
| 7D | +7.2% | +0.4% | +6.7% | +7.5% |
| 30D | +14.0% | +1.5% | +12.5% | +15.5% |
| 3M | +5.4% | +11.8% | -6.4% | +15.2% |
| 6M | +170.3% | +16.2% | +154.0% | +202.1% |
| YTD | +250.7% | +28.1% | +222.6% | +313.3% |
| 1Y | +662.1% | +34.8% | +627.4% | +824.5% |
| 3Y | +1,341.2% | +65.5% | +1,275.7% | +1,780.0% |
| All | +1,341.2% | +65.5% | +1,275.7% | +1,780.0% |
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 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