+649.5%
KO vs BIDU
+1,294.4%
-644.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.9% |
| 7D | -0.8% | -2.4% | +1.7% | -0.6% |
| 30D | +0.8% | -16.0% | +16.7% | +1.9% |
| 3M | +8.3% | -24.0% | +32.3% | +10.1% |
| 6M | +14.0% | -24.9% | +38.9% | +15.7% |
| YTD | +26.9% | -29.6% | +56.5% | +29.0% |
| 1Y | +32.7% | -15.2% | +47.8% | +32.5% |
| 3Y | +63.9% | -32.2% | +96.1% | +64.6% |
| 5Y | +81.7% | -43.8% | +125.5% | +80.0% |
| 10Y | +183.0% | -49.5% | +232.5% | +172.1% |
| All | +649.5% | +1,294.4% | -644.9% | +447.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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