+177.9%
KO vs BLDR
+372.1%
-194.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +0.7% |
| 7D | -1.1% | -8.1% | +7.0% | -0.2% |
| 30D | +1.6% | -21.5% | +23.0% | +4.1% |
| 3M | +5.8% | -21.0% | +26.7% | +7.9% |
| 6M | +14.3% | -37.1% | +51.3% | +19.1% |
| YTD | +27.3% | -42.7% | +70.0% | +33.7% |
| 1Y | +33.2% | -58.0% | +91.1% | +44.4% |
| 3Y | +64.5% | -57.8% | +122.3% | +73.3% |
| 5Y | +83.1% | +10.3% | +72.8% | +63.7% |
| All | +177.9% | +372.1% | -194.3% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling