+177.9%
KO vs A
+247.2%
-69.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -1.1% | -4.6% | +3.5% | -0.2% |
| 30D | +1.6% | -4.3% | +5.8% | +2.3% |
| 3M | +5.8% | +8.9% | -3.2% | +3.8% |
| 6M | +14.3% | +24.5% | -10.2% | +8.4% |
| YTD | +27.3% | +5.8% | +21.5% | +24.8% |
| 1Y | +33.2% | +16.2% | +16.9% | +27.5% |
| 3Y | +64.5% | +28.5% | +36.0% | +49.5% |
| 5Y | +83.1% | -16.3% | +99.4% | +84.9% |
| All | +177.9% | +247.2% | -69.3% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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