+559.0%
KO vs BNS
+1,486.6%
-927.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | +1.8% | +3.5% | -1.6% | +0.6% |
| 3M | +7.7% | +14.1% | -6.4% | +3.0% |
| 6M | +15.3% | +33.8% | -18.5% | +4.7% |
| YTD | +28.0% | +29.5% | -1.5% | +17.3% |
| 1Y | +34.3% | +48.4% | -14.1% | +17.7% |
| 3Y | +63.8% | +129.6% | -65.8% | +23.6% |
| 5Y | +84.1% | +96.1% | -12.0% | +44.7% |
| 10Y | +185.4% | +186.2% | -0.8% | +94.1% |
| All | +559.0% | +1,486.6% | -927.6% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling