+62.9%
KO vs BR
-5.0%
+68.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.1% | -6.0% | +4.9% | -0.1% |
| 30D | +1.6% | -0.9% | +2.4% | +1.7% |
| 3M | +5.8% | +16.4% | -10.6% | +3.3% |
| 6M | +14.3% | -8.2% | +22.5% | +15.6% |
| YTD | +27.3% | -23.2% | +50.5% | +33.2% |
| 1Y | +33.2% | -30.9% | +64.1% | +42.7% |
| All | +62.9% | -5.0% | +68.0% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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