+126.7%
AMAT vs KO
+95.1%
+31.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | -14.7% | +1.7% | -16.4% | -14.5% |
| 30D | -36.1% | +11.5% | -47.6% | -35.5% |
| 3M | -36.9% | +10.8% | -47.7% | -36.3% |
| 6M | -22.2% | +22.3% | -44.5% | -21.9% |
| YTD | +29.9% | +39.5% | -9.6% | +27.9% |
| 1Y | +43.3% | +42.2% | +1.0% | +40.4% |
| 3Y | +142.7% | +83.1% | +59.6% | +105.2% |
| All | +126.7% | +95.1% | +31.6% | +89.1% |
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