+40.5%
CSCO vs KO
+39.9%
+0.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | +6.6% | +1.8% | +4.8% | +7.5% |
| 30D | -11.3% | +8.1% | -19.5% | -7.8% |
| 3M | -17.3% | +13.0% | -30.4% | -12.2% |
| 6M | +3.5% | +23.3% | -19.7% | +14.8% |
| YTD | +34.9% | +42.1% | -7.2% | +53.3% |
| 1Y | +40.5% | +39.9% | +0.6% | +60.3% |
| All | +40.5% | +39.9% | +0.6% | +60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling