+63.8%
KO vs BNY
+287.0%
-223.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.2% | -1.3% | +1.6% | +0.3% |
| 30D | +1.8% | -0.2% | +2.0% | +1.8% |
| 3M | +7.7% | +14.9% | -7.3% | +7.0% |
| 6M | +15.3% | +40.0% | -24.7% | +12.8% |
| YTD | +28.0% | +42.0% | -14.0% | +24.7% |
| 1Y | +34.3% | +56.9% | -22.6% | +29.1% |
| 3Y | +63.8% | +289.9% | -226.1% | +28.0% |
| All | +63.8% | +287.0% | -223.2% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3y: compounded portfolio wealth divided by compounded BNY 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…
3y analysis · Full analysis span regression · 6 months rolling