+4,250.2%
KO vs BN
+14,855.3%
-10,605.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.8% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | +1.5% | -10.9% | +12.4% | +3.8% |
| 3M | +11.8% | -11.1% | +22.9% | +14.3% |
| 6M | +16.2% | -4.4% | +20.6% | +16.7% |
| YTD | +28.1% | -14.1% | +42.2% | +30.9% |
| 1Y | +34.8% | -11.1% | +45.8% | +36.4% |
| 3Y | +65.5% | +75.6% | -10.1% | +42.0% |
| 5Y | +81.6% | +35.8% | +45.8% | +61.8% |
| 10Y | +176.7% | +261.6% | -84.8% | +99.1% |
| All | +4,250.2% | +14,855.3% | -10,605.1% | +2,084.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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