+4,732.3%
KO vs B
+688.8%
+4,043.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | +1.8% | -2.7% | +4.5% | +1.9% |
| 30D | +8.7% | -4.3% | +13.0% | +8.7% |
| 3M | +13.5% | -2.3% | +15.8% | +13.5% |
| 6M | +25.6% | -16.2% | +41.8% | +26.0% |
| YTD | +42.3% | -8.8% | +51.1% | +42.2% |
| 1Y | +39.9% | +11.4% | +28.5% | +39.0% |
| 3Y | +87.5% | +174.3% | -86.8% | +81.4% |
| 5Y | +99.1% | +116.2% | -17.1% | +93.2% |
| 10Y | +224.2% | +222.7% | +1.5% | +211.2% |
| All | +4,732.3% | +688.8% | +4,043.5% | +5,580.3% |
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