+43.2%
KO vs BROS
-18.6%
+61.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | +4.4% | +2.5% | +2.0% | +4.4% |
| 30D | +10.7% | +15.1% | -4.3% | +10.3% |
| 3M | +11.3% | -31.4% | +42.7% | +12.1% |
| 6M | +24.0% | -22.6% | +46.7% | +24.5% |
| YTD | +39.7% | -28.1% | +67.8% | +40.7% |
| 1Y | +43.2% | -20.3% | +63.5% | +43.0% |
| All | +43.2% | -18.6% | +61.8% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling