+52.7%
DRAM vs KO
+31.2%
+21.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.7% | +0.7% |
| 7D | +7.9% | +3.7% | +4.2% | +15.7% |
| 30D | -15.4% | +8.1% | -23.6% | -0.5% |
| 3M | -25.5% | +14.2% | -39.7% | -1.7% |
| 6M | -22.3% | +25.2% | -47.5% | +30.0% |
| All | +52.7% | +31.2% | +21.5% | +160.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling