+4,250.2%
KO vs BBWI
+999.2%
+3,251.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.5% | +0.7% |
| 7D | +0.4% | +1.6% | -1.1% | +0.2% |
| 30D | +1.5% | -6.2% | +7.7% | +2.1% |
| 3M | +11.8% | +4.3% | +7.5% | +10.7% |
| 6M | +16.2% | -7.2% | +23.4% | +16.0% |
| YTD | +28.1% | -3.0% | +31.1% | +26.7% |
| 1Y | +34.8% | -30.8% | +65.5% | +38.0% |
| 3Y | +65.5% | -43.4% | +108.9% | +68.2% |
| 5Y | +81.6% | -66.7% | +148.3% | +92.4% |
| 10Y | +176.7% | -55.7% | +232.4% | +152.3% |
| All | +4,250.2% | +999.2% | +3,251.0% | +1,468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling