+33.6%
KO vs BBWI
-35.5%
+69.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | -1.1% | -8.0% | +6.9% | -1.0% |
| 30D | +1.6% | -6.6% | +8.2% | +1.7% |
| 3M | +5.8% | -2.7% | +8.5% | +5.9% |
| 6M | +14.3% | -12.8% | +27.1% | +14.5% |
| YTD | +27.3% | -10.5% | +37.8% | +27.6% |
| All | +33.6% | -35.5% | +69.1% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling