+177.9%
KO vs BAC
+399.7%
-221.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +1.6% | -1.8% | +3.3% | +1.9% |
| 3M | +5.8% | +15.3% | -9.5% | +2.4% |
| 6M | +14.3% | +30.2% | -15.9% | +7.5% |
| YTD | +27.3% | +15.6% | +11.7% | +22.7% |
| 1Y | +33.2% | +27.5% | +5.7% | +25.3% |
| 3Y | +64.5% | +137.0% | -72.6% | +29.8% |
| 5Y | +83.1% | +75.6% | +7.5% | +53.7% |
| All | +177.9% | +399.7% | -221.9% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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