+530.5%
KO vs BND
+75.1%
+455.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | +1.6% | -1.0% | +2.5% | +1.8% |
| 3M | +5.8% | -1.2% | +7.0% | +6.0% |
| 6M | +14.3% | -2.0% | +16.3% | +14.7% |
| YTD | +27.3% | -1.2% | +28.5% | +27.6% |
| 1Y | +33.2% | -0.5% | +33.6% | +33.3% |
| 3Y | +64.5% | +12.4% | +52.1% | +61.5% |
| 5Y | +83.1% | -2.5% | +85.6% | +80.8% |
| 10Y | +183.9% | +15.0% | +168.9% | +184.2% |
| All | +530.5% | +75.1% | +455.4% | +528.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling