+142.7%
AMAT vs KO
+83.7%
+59.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | -14.7% | +1.7% | -16.4% | -13.6% |
| 30D | -36.1% | +11.5% | -47.6% | -31.0% |
| 3M | -36.9% | +10.8% | -47.7% | -31.9% |
| 6M | -22.2% | +22.3% | -44.5% | -10.3% |
| YTD | +29.9% | +39.5% | -9.6% | +59.7% |
| 1Y | +43.3% | +42.2% | +1.0% | +77.8% |
| 3Y | +142.7% | +83.1% | +59.6% | +247.2% |
| All | +142.7% | +83.7% | +59.0% | +247.2% |
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