+62.9%
KO vs BLDR
-58.1%
+121.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +0.5% |
| 7D | -1.1% | -8.1% | +7.0% | -0.8% |
| 30D | +1.6% | -21.5% | +23.0% | +2.4% |
| 3M | +5.8% | -21.0% | +26.7% | +6.5% |
| 6M | +14.3% | -37.1% | +51.3% | +15.9% |
| YTD | +27.3% | -42.7% | +70.0% | +29.3% |
| 1Y | +33.2% | -58.0% | +91.1% | +36.2% |
| All | +62.9% | -58.1% | +121.0% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling