+179.3%
KO vs BDX
+59.3%
+120.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +0.2% | -3.2% | +3.4% | +1.1% |
| 30D | +1.8% | -2.5% | +4.4% | +2.5% |
| 3M | +7.7% | +21.4% | -13.7% | +1.9% |
| 6M | +15.3% | +10.4% | +4.8% | +11.7% |
| YTD | +28.0% | +18.8% | +9.1% | +21.2% |
| 1Y | +34.3% | +21.7% | +12.6% | +26.0% |
| 3Y | +63.8% | -10.0% | +73.7% | +65.9% |
| 5Y | +84.1% | -1.8% | +85.9% | +79.7% |
| All | +179.3% | +59.3% | +120.0% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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