+62.9%
KO vs BBWI
-48.6%
+111.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.8% |
| 6M | +14.3% | -12.8% | +27.1% | +14.4% |
| YTD | +27.3% | -10.5% | +37.8% | +27.4% |
| 1Y | +33.2% | -35.3% | +68.5% | +34.0% |
| All | +62.9% | -48.6% | +111.5% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling