+64.9%
KO vs BA
-2.4%
+67.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.8% |
| 7D | -1.8% | +1.2% | -2.9% | -1.8% |
| 30D | +1.4% | -11.6% | +13.1% | +1.5% |
| 3M | +15.4% | -2.4% | +17.8% | +15.4% |
| 6M | +14.3% | -6.6% | +20.9% | +14.3% |
| YTD | +27.7% | -2.2% | +29.9% | +27.6% |
| 1Y | +32.7% | -8.0% | +40.7% | +32.9% |
| All | +64.9% | -2.4% | +67.3% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling