+58.5%
AMAT vs KO
+40.8%
+17.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.4% | +11.0% | +11.7% |
| 7D | -1.1% | +0.2% | -1.3% | -0.8% |
| 30D | -26.9% | +9.1% | -36.0% | -19.9% |
| 3M | -31.2% | +11.0% | -42.2% | -23.0% |
| 6M | -14.7% | +24.0% | -38.7% | +5.0% |
| YTD | +44.7% | +40.0% | +4.7% | +99.0% |
| All | +58.5% | +40.8% | +17.7% | +119.5% |
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