+147.1%
AMAT vs KO
+103.2%
+43.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.6% |
| 7D | +11.4% | +3.7% | +7.6% | +11.8% |
| 30D | -17.0% | +8.1% | -25.2% | -16.4% |
| 3M | -30.6% | +14.2% | -44.8% | -29.8% |
| 6M | -14.9% | +25.2% | -40.1% | -14.2% |
| YTD | +44.7% | +44.7% | 0.0% | +42.9% |
| 1Y | +66.9% | +43.4% | +23.5% | +65.0% |
| 3Y | +153.3% | +90.1% | +63.2% | +114.6% |
| All | +147.1% | +103.2% | +43.9% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling