+347.9%
KO vs BAH
+876.9%
-528.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | +0.4% | -4.3% | +4.7% | +1.1% |
| 30D | +1.5% | -4.5% | +6.0% | +2.2% |
| 3M | +11.8% | -7.6% | +19.4% | +12.9% |
| 6M | +16.2% | -10.6% | +26.8% | +17.6% |
| YTD | +28.1% | -12.6% | +40.6% | +29.2% |
| 1Y | +34.8% | -27.0% | +61.7% | +39.8% |
| 3Y | +65.5% | -31.5% | +97.0% | +68.6% |
| 5Y | +81.6% | -3.8% | +85.4% | +70.4% |
| 10Y | +176.7% | +183.9% | -7.2% | +120.0% |
| All | +347.9% | +876.9% | -528.9% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling