+83.1%
KO vs ADP
+45.3%
+37.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.1% | -5.7% | +4.6% | +0.3% |
| 30D | +1.6% | -1.4% | +2.9% | +1.9% |
| 3M | +5.8% | +16.6% | -10.8% | +1.8% |
| 6M | +14.3% | +24.9% | -10.7% | +8.0% |
| YTD | +27.3% | +5.6% | +21.7% | +25.7% |
| 1Y | +33.2% | -6.0% | +39.2% | +36.1% |
| 3Y | +64.5% | +14.5% | +50.0% | +57.3% |
| 5Y | +83.1% | +47.9% | +35.2% | +59.4% |
| All | +83.1% | +45.3% | +37.8% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 5y: compounded portfolio wealth divided by compounded ADP 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…
5y analysis · Full analysis span regression · 6 months rolling