+4,210.3%
KO vs BHP
+8,071.5%
-3,861.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | +0.8% | +4.0% | -3.2% | +0.1% |
| 3M | +8.3% | +11.3% | -2.9% | +6.2% |
| 6M | +14.0% | +29.3% | -15.3% | +8.7% |
| YTD | +26.9% | +59.2% | -32.3% | +16.7% |
| 1Y | +32.7% | +80.8% | -48.2% | +19.2% |
| 3Y | +63.9% | +88.0% | -24.0% | +44.7% |
| 5Y | +81.7% | +126.6% | -44.9% | +52.8% |
| 10Y | +183.0% | +515.7% | -332.7% | +97.2% |
| All | +4,210.3% | +8,071.5% | -3,861.2% | +1,675.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling