-5.4%
CSCO vs KO
+25.8%
-31.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.1% | -4.9% |
| 7D | +1.9% | +3.7% | -1.8% | +4.7% |
| 30D | -15.8% | +8.1% | -24.0% | -10.7% |
| 3M | -15.4% | +14.2% | -29.6% | -6.5% |
| 6M | -5.4% | +25.2% | -30.6% | +13.9% |
| All | -5.4% | +25.8% | -31.2% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling