+1,003.0%
BE vs KO
+145.2%
+857.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.5% |
| 7D | +9.0% | +0.2% | +8.8% | +9.0% |
| 30D | +16.3% | +1.8% | +14.4% | +15.5% |
| 3M | +10.8% | +7.7% | +3.1% | +6.6% |
| 6M | +73.2% | +15.3% | +57.9% | +60.9% |
| YTD | +217.4% | +28.0% | +189.4% | +180.1% |
| 1Y | +309.8% | +34.3% | +275.5% | +249.1% |
| 3Y | +1,726.2% | +63.8% | +1,662.4% | +1,224.6% |
| 5Y | +1,306.2% | +84.1% | +1,222.1% | +826.4% |
| All | +1,003.0% | +145.2% | +857.8% | +572.3% |
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