+183.0%
KO vs BA
+70.0%
+113.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | +0.8% | -11.3% | +12.1% | +2.6% |
| 3M | +8.3% | -3.8% | +12.1% | +8.6% |
| 6M | +14.0% | -8.3% | +22.3% | +14.9% |
| YTD | +26.9% | -4.9% | +31.8% | +27.0% |
| 1Y | +32.7% | -10.1% | +42.7% | +33.5% |
| 3Y | +63.9% | -2.3% | +66.2% | +59.5% |
| 5Y | +81.7% | -3.5% | +85.2% | +72.8% |
| 10Y | +183.0% | +74.6% | +108.5% | +121.9% |
| All | +183.0% | +70.0% | +113.0% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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