+4,815.5%
KO vs B
+659.1%
+4,156.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +1.9% |
| 7D | +3.7% | -7.3% | +11.1% | +3.9% |
| 30D | +8.1% | -3.3% | +11.5% | +8.2% |
| 3M | +14.2% | -7.8% | +22.0% | +14.4% |
| 6M | +25.2% | -15.5% | +40.7% | +25.5% |
| YTD | +44.7% | -12.3% | +57.0% | +44.8% |
| 1Y | +43.4% | +5.4% | +38.0% | +42.7% |
| 3Y | +90.1% | +165.5% | -75.5% | +84.0% |
| 5Y | +103.0% | +107.0% | -4.1% | +97.2% |
| 10Y | +229.8% | +210.6% | +19.2% | +216.9% |
| All | +4,815.5% | +659.1% | +4,156.4% | +5,683.3% |
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