+177.9%
KO vs B
+209.1%
-31.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +0.5% |
| 7D | -1.1% | -5.0% | +3.9% | -0.8% |
| 30D | +1.6% | +8.7% | -7.2% | +1.0% |
| 3M | +5.8% | +17.3% | -11.6% | +4.6% |
| 6M | +14.3% | -5.0% | +19.3% | +14.3% |
| YTD | +27.3% | +1.4% | +25.9% | +26.4% |
| 1Y | +33.2% | +50.5% | -17.3% | +27.8% |
| 3Y | +64.5% | +194.4% | -129.9% | +48.0% |
| 5Y | +83.1% | +156.7% | -73.6% | +65.1% |
| All | +177.9% | +209.1% | -31.2% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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