+62.9%
KO vs BG
+20.1%
+42.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -1.1% | +3.7% | -4.8% | -1.3% |
| 30D | +1.6% | +12.3% | -10.8% | +0.9% |
| 3M | +5.8% | -2.2% | +8.0% | +5.9% |
| 6M | +14.3% | +5.3% | +9.0% | +13.8% |
| YTD | +27.3% | +42.4% | -15.1% | +24.4% |
| 1Y | +33.2% | +55.2% | -22.0% | +29.3% |
| All | +62.9% | +20.1% | +42.9% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling