+1,315.3%
AMAT vs KO
+213.5%
+1,101.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.4% | +11.0% | +11.2% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -26.9% | +9.1% | -36.0% | -29.8% |
| 3M | -31.2% | +11.0% | -42.2% | -34.6% |
| 6M | -14.7% | +24.0% | -38.7% | -24.4% |
| YTD | +44.7% | +40.0% | +4.7% | +19.5% |
| 1Y | +62.0% | +39.7% | +22.2% | +33.6% |
| 3Y | +165.0% | +84.8% | +80.2% | +73.9% |
| 5Y | +147.1% | +96.8% | +50.3% | +53.2% |
| 10Y | +1,315.3% | +209.7% | +1,105.5% | +601.6% |
| All | +1,315.3% | +213.5% | +1,101.7% | +601.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling