+43.2%
KO vs BLK
+17.9%
+25.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.4% | +1.2% |
| 7D | +4.4% | +5.7% | -1.3% | +4.5% |
| 30D | +10.7% | +14.8% | -4.1% | +11.2% |
| 3M | +11.3% | +8.8% | +2.5% | +11.6% |
| 6M | +24.0% | +17.6% | +6.4% | +25.2% |
| YTD | +39.7% | +16.3% | +23.4% | +38.9% |
| 1Y | +43.2% | +18.0% | +25.3% | +41.6% |
| All | +43.2% | +17.9% | +25.4% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling