-16.8%
AVGO vs KO
+14.6%
-31.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.6% | -2.7% |
| 7D | +18.2% | +3.7% | +14.4% | +23.1% |
| 30D | +0.2% | +8.1% | -7.9% | +10.5% |
| 3M | -16.8% | +14.2% | -31.0% | -2.0% |
| All | -16.8% | +14.6% | -31.4% | -2.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling