+179.3%
KO vs BRKR
+155.3%
+24.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +0.2% | -8.7% | +8.9% | +1.3% |
| 30D | +1.8% | -9.9% | +11.7% | +2.9% |
| 3M | +7.7% | -3.1% | +10.8% | +7.2% |
| 6M | +15.3% | +45.5% | -30.2% | +8.1% |
| YTD | +28.0% | +13.7% | +14.3% | +23.6% |
| 1Y | +34.3% | +67.4% | -33.2% | +22.3% |
| 3Y | +63.8% | -13.2% | +77.0% | +59.4% |
| 5Y | +84.1% | -39.5% | +123.6% | +89.3% |
| All | +179.3% | +155.3% | +24.0% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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