+86.0%
KO vs BITO
-8.3%
+94.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.2% | -3.4% | +3.7% | +0.3% |
| 30D | +1.8% | +21.4% | -19.6% | +1.5% |
| 3M | +7.7% | +20.5% | -12.8% | +7.4% |
| 6M | +15.3% | +7.4% | +7.9% | +15.1% |
| YTD | +28.0% | -13.9% | +41.9% | +28.2% |
| 1Y | +34.3% | -35.1% | +69.3% | +35.3% |
| 3Y | +63.8% | +156.8% | -93.0% | +55.1% |
| All | +86.0% | -8.3% | +94.3% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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