+81.7%
KO vs B
+154.7%
-72.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -0.8% | +1.0% | -1.8% | -0.8% |
| 30D | +0.8% | +9.5% | -8.7% | +0.3% |
| 3M | +8.3% | +14.3% | -6.0% | +7.5% |
| 6M | +14.0% | -1.9% | +15.9% | +14.0% |
| YTD | +26.9% | +4.1% | +22.8% | +26.0% |
| 1Y | +32.7% | +56.1% | -23.4% | +26.7% |
| 3Y | +63.9% | +202.0% | -138.1% | +44.7% |
| 5Y | +81.7% | +158.8% | -77.1% | +60.5% |
| All | +81.7% | +154.7% | -72.9% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling