+33.6%
KO vs BG
+55.7%
-22.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -1.1% | +3.7% | -4.8% | -1.2% |
| 30D | +1.6% | +12.3% | -10.8% | +1.3% |
| 3M | +5.8% | -2.2% | +8.0% | +6.0% |
| 6M | +14.3% | +5.3% | +9.0% | +14.2% |
| YTD | +27.3% | +42.4% | -15.1% | +27.1% |
| All | +33.6% | +55.7% | -22.1% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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