+4,235.9%
KO vs B
+803.7%
+3,432.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -1.8% | -1.6% | -0.2% | -1.7% |
| 30D | +1.4% | +9.4% | -8.0% | +1.2% |
| 3M | +15.4% | +5.0% | +10.4% | +15.2% |
| 6M | +14.3% | -3.5% | +17.8% | +14.2% |
| YTD | +27.7% | +4.5% | +23.2% | +27.2% |
| 1Y | +32.7% | +67.8% | -35.1% | +30.5% |
| 3Y | +62.2% | +196.7% | -134.5% | +56.7% |
| 5Y | +80.0% | +151.9% | -71.9% | +74.1% |
| 10Y | +175.6% | +202.2% | -26.5% | +164.5% |
| All | +4,235.9% | +803.7% | +3,432.2% | +4,982.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling