+81.6%
KO vs BB
-27.7%
+109.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.3% |
| 7D | -1.1% | -2.1% | +1.0% | -1.1% |
| 30D | +1.6% | -16.0% | +17.6% | +1.6% |
| 3M | +5.8% | -14.5% | +20.3% | +5.6% |
| 6M | +14.3% | +118.6% | -104.3% | +12.3% |
| YTD | +27.3% | +98.9% | -71.6% | +25.3% |
| 1Y | +33.2% | +99.5% | -66.3% | +30.8% |
| 3Y | +64.5% | +65.4% | -0.9% | +61.0% |
| All | +81.6% | -27.7% | +109.3% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling