+81.6%
KO vs BNS
+93.4%
-11.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.1% | -2.2% | +1.1% | -0.7% |
| 30D | +1.6% | +4.5% | -2.9% | +0.6% |
| 3M | +5.8% | +14.9% | -9.1% | +2.4% |
| 6M | +14.3% | +32.5% | -18.2% | +6.9% |
| YTD | +27.3% | +28.6% | -1.3% | +19.8% |
| 1Y | +33.2% | +48.4% | -15.2% | +20.7% |
| 3Y | +64.5% | +130.8% | -66.3% | +31.1% |
| All | +81.6% | +93.4% | -11.8% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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