+14.0%
KO vs BAX
+41.4%
-27.4%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -0.8% | -5.1% | +4.3% | -0.2% |
| 30D | +0.8% | -12.2% | +13.0% | +2.3% |
| 3M | +8.3% | +21.8% | -13.5% | +6.6% |
| 6M | +14.0% | +36.3% | -22.3% | +11.9% |
| All | +14.0% | +41.4% | -27.4% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling