+206,635.5%
CSCO vs KO
+5,316.1%
+201,319.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +6.6% | +1.8% | +4.8% | +5.8% |
| 30D | -11.3% | +8.1% | -19.5% | -14.5% |
| 3M | -17.3% | +13.0% | -30.4% | -22.1% |
| 6M | +3.5% | +23.3% | -19.7% | -6.9% |
| YTD | +34.9% | +42.1% | -7.2% | +13.3% |
| 1Y | +40.5% | +39.9% | +0.6% | +18.8% |
| 3Y | +109.3% | +87.3% | +22.0% | +53.1% |
| 5Y | +105.9% | +99.3% | +6.6% | +46.3% |
| 10Y | +335.8% | +223.8% | +112.0% | +147.5% |
| All | +206,635.5% | +5,316.1% | +201,319.4% | +19,366.8% |
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