+81.6%
KO vs BHP
+111.2%
-29.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.8% |
| 7D | -1.1% | -3.7% | +2.6% | -0.8% |
| 30D | +1.6% | -0.8% | +2.4% | +1.6% |
| 3M | +5.8% | +7.6% | -1.9% | +4.9% |
| 6M | +14.3% | +20.8% | -6.5% | +11.7% |
| YTD | +27.3% | +50.8% | -23.4% | +21.4% |
| 1Y | +33.2% | +70.9% | -37.7% | +25.0% |
| 3Y | +64.5% | +78.0% | -13.5% | +51.8% |
| All | +81.6% | +111.2% | -29.6% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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