+4,235.9%
KO vs BAC
+1,396.9%
+2,839.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.8% | +1.1% | -2.9% | -1.9% |
| 30D | +1.4% | -0.4% | +1.8% | +1.5% |
| 3M | +15.4% | +16.9% | -1.5% | +12.6% |
| 6M | +14.3% | +26.6% | -12.3% | +10.0% |
| YTD | +27.7% | +15.8% | +11.9% | +24.4% |
| 1Y | +32.7% | +27.2% | +5.5% | +27.3% |
| 3Y | +62.2% | +132.4% | -70.2% | +40.0% |
| 5Y | +80.0% | +72.6% | +7.4% | +61.2% |
| 10Y | +175.6% | +389.7% | -214.1% | +106.0% |
| All | +4,235.9% | +1,396.9% | +2,839.0% | +1,795.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling