+81.6%
KO vs BKR
+174.4%
-92.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +0.5% |
| 7D | -1.1% | -6.7% | +5.6% | -0.9% |
| 30D | +1.6% | -8.3% | +9.9% | +1.8% |
| 3M | +5.8% | -5.4% | +11.1% | +5.9% |
| 6M | +14.3% | +0.8% | +13.5% | +14.0% |
| YTD | +27.3% | +31.8% | -4.5% | +25.5% |
| 1Y | +33.2% | +28.6% | +4.6% | +31.3% |
| 3Y | +64.5% | +71.2% | -6.8% | +58.4% |
| All | +81.6% | +174.4% | -92.8% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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