+4,656.0%
KO vs BA
+1,516.8%
+3,139.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | +9.1% | -9.5% | +18.5% | +11.1% |
| 3M | +11.0% | -26.5% | +37.4% | +17.6% |
| 6M | +24.0% | -27.4% | +51.4% | +31.1% |
| YTD | +40.0% | -20.6% | +60.6% | +44.8% |
| 1Y | +39.7% | -11.4% | +51.2% | +41.0% |
| 3Y | +84.8% | -10.8% | +95.6% | +80.5% |
| 5Y | +96.8% | -21.9% | +118.7% | +91.7% |
| 10Y | +209.7% | +28.1% | +181.6% | +141.3% |
| All | +4,656.0% | +1,516.8% | +3,139.2% | +1,402.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling