+4,224.1%
KO vs BKR
+528.0%
+3,696.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +1.1% |
| 7D | -1.1% | -6.7% | +5.6% | -0.3% |
| 30D | +1.6% | -8.3% | +9.9% | +2.5% |
| 3M | +5.8% | -5.4% | +11.1% | +6.2% |
| 6M | +14.3% | +0.8% | +13.5% | +13.6% |
| YTD | +27.3% | +31.8% | -4.5% | +22.5% |
| 1Y | +33.2% | +28.6% | +4.6% | +28.3% |
| 3Y | +64.5% | +71.2% | -6.8% | +51.0% |
| 5Y | +83.1% | +179.2% | -96.1% | +55.4% |
| 10Y | +183.9% | +124.0% | +60.0% | +134.2% |
| All | +4,224.1% | +528.0% | +3,696.1% | +2,506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling