+193,725.9%
CSCO vs KO
+5,416.7%
+188,309.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.1% | -7.1% |
| 7D | +1.9% | +3.7% | -1.8% | +0.2% |
| 30D | -15.8% | +8.1% | -24.0% | -18.9% |
| 3M | -15.4% | +14.2% | -29.6% | -20.6% |
| 6M | -5.4% | +25.2% | -30.6% | -15.5% |
| YTD | +26.5% | +44.7% | -18.3% | +5.4% |
| 1Y | +25.9% | +43.4% | -17.5% | +5.2% |
| 3Y | +97.5% | +90.1% | +7.5% | +43.6% |
| 5Y | +93.0% | +103.0% | -9.9% | +36.0% |
| 10Y | +308.6% | +229.8% | +78.8% | +130.0% |
| All | +193,725.9% | +5,416.7% | +188,309.2% | +17,994.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling