+177.9%
KO vs BAH
+207.1%
-29.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.8% | -4.5% | -0.5% |
| 7D | -1.1% | +2.4% | -3.5% | -1.5% |
| 30D | +1.6% | -2.9% | +4.5% | +2.0% |
| 3M | +5.8% | -1.3% | +7.1% | +5.6% |
| 6M | +14.3% | -0.9% | +15.2% | +13.6% |
| YTD | +27.3% | -8.2% | +35.5% | +27.3% |
| 1Y | +33.2% | -24.0% | +57.1% | +37.9% |
| 3Y | +64.5% | -28.1% | +92.6% | +64.6% |
| 5Y | +83.1% | +2.5% | +80.6% | +62.0% |
| All | +177.9% | +207.1% | -29.2% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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