+2,761.7%
AVGO vs KO
+183.3%
+2,578.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | -13.3% | +1.6% | -14.8% | -13.9% |
| 3M | -2.9% | +5.8% | -8.6% | -5.4% |
| 6M | +5.7% | +14.3% | -8.6% | -0.5% |
| YTD | +4.6% | +27.3% | -22.7% | -6.2% |
| 1Y | -1.6% | +33.2% | -34.8% | -14.1% |
| 3Y | +336.2% | +64.5% | +271.8% | +224.1% |
| 5Y | +695.6% | +83.1% | +612.5% | +448.3% |
| All | +2,761.7% | +183.3% | +2,578.4% | +1,397.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling