+80.9%
KO vs BROS
+33.7%
+47.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.4% |
| 7D | -1.1% | -6.1% | +5.0% | -1.0% |
| 30D | +1.6% | -12.4% | +13.9% | +1.9% |
| 3M | +5.8% | -27.9% | +33.7% | +6.5% |
| 6M | +14.3% | -16.8% | +31.1% | +14.6% |
| YTD | +27.3% | -29.0% | +56.4% | +28.1% |
| 1Y | +33.2% | -33.2% | +66.4% | +34.0% |
| 3Y | +64.5% | +56.8% | +7.7% | +59.6% |
| All | +80.9% | +33.7% | +47.2% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling