+670.3%
KO vs BLDR
+380.2%
+290.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -0.8% | -2.7% | +1.9% | -0.6% |
| 30D | +0.8% | -14.7% | +15.5% | +1.9% |
| 3M | +8.3% | -20.8% | +29.2% | +9.9% |
| 6M | +14.0% | -35.3% | +49.4% | +17.3% |
| YTD | +26.9% | -40.3% | +67.2% | +31.1% |
| 1Y | +32.7% | -56.3% | +89.0% | +40.1% |
| 3Y | +63.9% | -56.1% | +120.1% | +70.2% |
| 5Y | +81.7% | +12.9% | +68.8% | +72.3% |
| 10Y | +183.0% | +386.5% | -203.4% | +132.1% |
| All | +670.3% | +380.2% | +290.1% | +410.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling