+82.6%
KO vs BLK
+32.0%
+50.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +0.2% | -3.3% | +3.6% | +0.8% |
| 30D | +1.8% | -6.5% | +8.3% | +2.9% |
| 3M | +7.7% | +6.7% | +0.9% | +6.5% |
| 6M | +15.3% | +14.7% | +0.5% | +12.3% |
| YTD | +28.0% | +2.5% | +25.5% | +26.7% |
| 1Y | +34.3% | -2.8% | +37.0% | +34.0% |
| 3Y | +63.8% | +65.9% | -2.1% | +42.0% |
| All | +82.6% | +32.0% | +50.5% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling