+61.4%
AMAT vs KO
+43.6%
+17.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -2.2% |
| 7D | -11.2% | +4.4% | -15.6% | -7.0% |
| 30D | -31.9% | +10.7% | -42.6% | -24.2% |
| 3M | -32.3% | +11.3% | -43.7% | -24.0% |
| 6M | -5.4% | +24.0% | -29.4% | +16.9% |
| YTD | +44.3% | +39.7% | +4.6% | +100.5% |
| 1Y | +61.4% | +43.2% | +18.1% | +132.1% |
| All | +61.4% | +43.6% | +17.7% | +132.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling