+509.3%
KO vs A
+434.5%
+74.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -0.8% | -4.4% | +3.6% | -0.3% |
| 30D | +0.8% | -2.7% | +3.5% | +1.0% |
| 3M | +8.3% | +7.0% | +1.3% | +7.4% |
| 6M | +14.0% | +24.6% | -10.6% | +10.8% |
| YTD | +26.9% | +7.0% | +19.9% | +25.3% |
| 1Y | +32.7% | +15.6% | +17.1% | +29.7% |
| 3Y | +63.9% | +29.9% | +34.0% | +56.6% |
| 5Y | +81.7% | -15.4% | +97.1% | +80.8% |
| 10Y | +183.0% | +248.9% | -65.8% | +141.0% |
| All | +509.3% | +434.5% | +74.8% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling