+81.6%
KO vs BG
+85.0%
-3.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.1% | +3.7% | -4.8% | -1.5% |
| 30D | +1.6% | +12.3% | -10.8% | +0.4% |
| 3M | +5.8% | -2.2% | +8.0% | +5.9% |
| 6M | +14.3% | +5.3% | +9.0% | +13.4% |
| YTD | +27.3% | +42.4% | -15.1% | +22.3% |
| 1Y | +33.2% | +55.2% | -22.0% | +26.5% |
| 3Y | +64.5% | +21.0% | +43.5% | +60.1% |
| All | +81.6% | +85.0% | -3.4% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling