-18.0%
DRAM vs KO
+10.3%
-28.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.7% | +9.7% | +11.8% |
| 7D | -0.6% | +1.8% | -2.4% | +3.4% |
| 30D | -18.0% | +8.7% | -26.7% | +0.4% |
| All | -18.0% | +10.3% | -28.4% | +0.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling