+81.6%
KO vs BND
-2.6%
+84.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.6% |
| 7D | -1.1% | -0.9% | -0.2% | -0.7% |
| 30D | +1.6% | -1.0% | +2.5% | +2.0% |
| 3M | +5.8% | -1.2% | +7.0% | +6.4% |
| 6M | +14.3% | -2.0% | +16.3% | +15.4% |
| YTD | +27.3% | -1.2% | +28.5% | +28.0% |
| 1Y | +33.2% | -0.5% | +33.6% | +33.5% |
| 3Y | +64.5% | +12.4% | +52.1% | +56.8% |
| All | +81.6% | -2.6% | +84.2% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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