+46.4%
DRAM vs KO
+28.1%
+18.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -1.0% |
| 7D | -14.7% | +2.2% | -16.9% | -10.9% |
| 30D | -28.9% | +10.1% | -39.0% | -13.3% |
| 3M | -18.1% | +12.2% | -30.3% | +4.6% |
| 6M | -23.0% | +25.1% | -48.1% | +24.2% |
| All | +46.4% | +28.1% | +18.3% | +138.7% |
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