+13,164.2%
GOOG vs KO
+663.5%
+12,500.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.1% |
| 30D | -7.7% | +0.8% | -8.4% | -8.0% |
| 3M | -9.3% | +8.3% | -17.6% | -13.4% |
| 6M | +7.4% | +14.0% | -6.6% | -0.5% |
| YTD | +4.9% | +26.9% | -22.1% | -8.5% |
| 1Y | +37.2% | +32.7% | +4.5% | +16.4% |
| 3Y | +141.6% | +63.9% | +77.7% | +77.2% |
| 5Y | +128.8% | +81.7% | +47.0% | +57.1% |
| 10Y | +772.7% | +183.0% | +589.7% | +350.2% |
| All | +13,164.2% | +663.5% | +12,500.7% | +3,605.2% |
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