+243.2%
INTC vs KO
+183.3%
+59.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +9.4% | -1.1% | +10.5% | +10.0% |
| 30D | +2.7% | +1.6% | +1.1% | +1.7% |
| 3M | -6.3% | +5.8% | -12.0% | -10.0% |
| 6M | +114.5% | +14.3% | +100.2% | +96.6% |
| YTD | +171.9% | +27.3% | +144.6% | +134.1% |
| 1Y | +305.0% | +33.2% | +271.8% | +237.8% |
| 3Y | +168.3% | +64.5% | +103.9% | +92.5% |
| 5Y | +102.3% | +83.1% | +19.2% | +34.0% |
| All | +243.2% | +183.3% | +59.9% | +79.5% |
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