+483.9%
KO vs BB
+261.2%
+222.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -0.8% | +1.8% | -2.6% | -0.8% |
| 30D | +0.8% | -12.2% | +13.0% | +1.1% |
| 3M | +8.3% | -12.3% | +20.7% | +8.4% |
| 6M | +14.0% | +122.7% | -108.7% | +11.2% |
| YTD | +26.9% | +104.5% | -77.6% | +24.0% |
| 1Y | +32.7% | +106.7% | -74.0% | +29.4% |
| 3Y | +63.9% | +70.0% | -6.0% | +59.2% |
| 5Y | +81.7% | -27.8% | +109.5% | +79.2% |
| 10Y | +183.0% | +2.4% | +180.6% | +167.6% |
| All | +483.9% | +261.2% | +222.8% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling