+82.6%
KO vs BBWI
-67.2%
+149.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | +0.3% |
| 7D | +0.2% | -4.8% | +5.1% | +0.4% |
| 30D | +1.8% | +3.5% | -1.7% | +1.6% |
| 3M | +7.7% | -0.3% | +8.0% | +7.5% |
| 6M | +15.3% | -5.4% | +20.6% | +15.2% |
| YTD | +28.0% | -4.7% | +32.7% | +27.7% |
| 1Y | +34.3% | -30.5% | +64.7% | +35.7% |
| 3Y | +63.8% | -44.3% | +108.1% | +64.7% |
| All | +82.6% | -67.2% | +149.8% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling