+177.9%
KO vs BBWI
-57.7%
+235.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -1.1% | -8.0% | +6.9% | -0.5% |
| 30D | +1.6% | -6.6% | +8.2% | +2.0% |
| 3M | +5.8% | -2.7% | +8.5% | +5.7% |
| 6M | +14.3% | -12.8% | +27.1% | +14.7% |
| YTD | +27.3% | -10.5% | +37.8% | +27.3% |
| 1Y | +33.2% | -35.3% | +68.5% | +35.9% |
| 3Y | +64.5% | -47.7% | +112.2% | +67.3% |
| 5Y | +83.1% | -68.9% | +152.0% | +91.4% |
| All | +177.9% | -57.7% | +235.5% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling