+160.4%
AMAT vs KO
+87.6%
+72.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.4% | -3.7% |
| 7D | +19.3% | +1.8% | +17.5% | +20.7% |
| 30D | -17.9% | +8.1% | -26.1% | -13.1% |
| 3M | -30.4% | +13.0% | -43.5% | -24.0% |
| 6M | -11.4% | +23.3% | -34.7% | +2.9% |
| YTD | +48.8% | +42.1% | +6.7% | +85.2% |
| 1Y | +66.0% | +39.9% | +26.1% | +105.4% |
| All | +160.4% | +87.6% | +72.8% | +261.6% |
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 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