+653.0%
KO vs BLK
+12,788.7%
-12,135.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -1.1% | -5.2% | +4.1% | -0.1% |
| 30D | +1.6% | -7.0% | +8.6% | +3.0% |
| 3M | +5.8% | +5.7% | +0.1% | +4.4% |
| 6M | +14.3% | +11.0% | +3.3% | +11.4% |
| YTD | +27.3% | +0.9% | +26.4% | +26.1% |
| 1Y | +33.2% | -1.6% | +34.8% | +32.3% |
| 3Y | +64.5% | +64.5% | 0.0% | +45.3% |
| 5Y | +83.1% | +30.9% | +52.3% | +67.3% |
| 10Y | +183.9% | +275.1% | -91.2% | +107.2% |
| All | +653.0% | +12,788.7% | -12,135.8% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling