+177.9%
KO vs BP
+137.6%
+40.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.1% | +5.7% | -6.8% | -2.1% |
| 30D | +1.6% | +8.1% | -6.5% | +0.1% |
| 3M | +5.8% | +8.6% | -2.9% | +3.9% |
| 6M | +14.3% | +18.1% | -3.8% | +10.2% |
| YTD | +27.3% | +37.6% | -10.3% | +19.0% |
| 1Y | +33.2% | +39.4% | -6.2% | +24.0% |
| 3Y | +64.5% | +40.1% | +24.4% | +51.1% |
| 5Y | +83.1% | +141.3% | -58.2% | +44.5% |
| All | +177.9% | +137.6% | +40.3% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling