+53.2%
KO vs BOXX
+18.4%
+34.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | 0.0% | -1.2% | -1.1% |
| 30D | +1.6% | +0.3% | +1.3% | +1.4% |
| 3M | +5.8% | +1.0% | +4.8% | +5.3% |
| 6M | +14.3% | +1.9% | +12.3% | +13.7% |
| YTD | +27.3% | +2.6% | +24.7% | +26.8% |
| 1Y | +33.2% | +4.0% | +29.2% | +33.2% |
| 3Y | +64.5% | +14.6% | +49.9% | +68.6% |
| All | +53.2% | +18.4% | +34.8% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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