+1,362.0%
AMAT vs KO
+223.0%
+1,139.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.4% | -3.5% |
| 7D | +19.3% | +1.8% | +17.5% | +18.5% |
| 30D | -17.9% | +8.1% | -26.1% | -20.8% |
| 3M | -30.4% | +13.0% | -43.5% | -34.4% |
| 6M | -11.4% | +23.3% | -34.7% | -21.0% |
| YTD | +48.8% | +42.1% | +6.7% | +22.3% |
| 1Y | +66.0% | +39.9% | +26.1% | +37.4% |
| 3Y | +158.8% | +87.3% | +71.5% | +69.2% |
| 5Y | +153.2% | +99.3% | +53.9% | +56.6% |
| All | +1,362.0% | +223.0% | +1,139.0% | +628.6% |
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