+108.5%
CSCO vs KO
+65.5%
+43.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | 0.0% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | -10.1% | +1.5% | -11.6% | -10.1% |
| 3M | -11.7% | +11.8% | -23.5% | -12.3% |
| 6M | +40.1% | +16.2% | +23.9% | +38.4% |
| YTD | +43.8% | +28.1% | +15.7% | +39.1% |
| 1Y | +66.6% | +34.8% | +31.9% | +59.0% |
| 3Y | +108.5% | +65.5% | +43.0% | +85.2% |
| All | +108.5% | +65.5% | +43.0% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling