+62.9%
KO vs BAX
-34.3%
+97.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -1.1% | -5.4% | +4.3% | -0.6% |
| 30D | +1.6% | -12.4% | +14.0% | +2.8% |
| 3M | +5.8% | +19.1% | -13.3% | +4.1% |
| 6M | +14.3% | +38.6% | -24.3% | +11.1% |
| YTD | +27.3% | +26.7% | +0.6% | +24.2% |
| 1Y | +33.2% | +1.0% | +32.1% | +32.3% |
| All | +62.9% | -34.3% | +97.3% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling