+137,524.2%
AMAT vs KO
+4,266.1%
+133,258.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +4.2% | -1.1% | +5.3% | +4.6% |
| 30D | -13.5% | +1.6% | -15.1% | -14.2% |
| 3M | -8.6% | +5.8% | -14.3% | -11.7% |
| 6M | +31.6% | +14.3% | +17.3% | +22.2% |
| YTD | +77.3% | +27.3% | +50.0% | +56.6% |
| 1Y | +179.4% | +33.2% | +146.2% | +140.5% |
| 3Y | +215.0% | +64.5% | +150.6% | +140.7% |
| 5Y | +245.8% | +83.1% | +162.7% | +151.6% |
| 10Y | +1,650.3% | +183.9% | +1,466.3% | +958.9% |
| All | +137,524.2% | +4,266.1% | +133,258.2% | +19,415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling