+4,250.2%
KO vs BAX
+862.9%
+3,387.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +1.3% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | +1.5% | -9.7% | +11.2% | +4.1% |
| 3M | +11.8% | +29.3% | -17.5% | +4.4% |
| 6M | +16.2% | +40.7% | -24.4% | +5.6% |
| YTD | +28.1% | +30.3% | -2.2% | +17.5% |
| 1Y | +34.8% | +3.4% | +31.4% | +30.3% |
| 3Y | +65.5% | -32.0% | +97.5% | +72.9% |
| 5Y | +81.6% | -66.9% | +148.4% | +127.3% |
| 10Y | +176.7% | -37.1% | +213.8% | +185.7% |
| All | +4,250.2% | +862.9% | +3,387.3% | +1,493.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling