+83.1%
KO vs BIL
+19.4%
+63.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +1.6% | +0.3% | +1.3% | +1.8% |
| 3M | +5.8% | +0.9% | +4.8% | +6.7% |
| 6M | +14.3% | +1.8% | +12.5% | +17.2% |
| YTD | +27.3% | +2.5% | +24.8% | +32.1% |
| 1Y | +33.2% | +3.7% | +29.5% | +41.2% |
| 3Y | +64.5% | +14.1% | +50.4% | +135.2% |
| 5Y | +83.1% | +19.4% | +63.7% | +189.1% |
| All | +83.1% | +19.4% | +63.7% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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