+80.3%
KO vs BROS
+38.3%
+42.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | -0.8% | -6.6% | +5.8% | -0.6% |
| 30D | +0.8% | -12.3% | +13.1% | +1.1% |
| 3M | +8.3% | -22.2% | +30.5% | +8.9% |
| 6M | +14.0% | -14.3% | +28.3% | +14.2% |
| YTD | +26.9% | -26.6% | +53.5% | +27.5% |
| 1Y | +32.7% | -31.5% | +64.2% | +33.5% |
| 3Y | +63.9% | +62.3% | +1.7% | +59.0% |
| All | +80.3% | +38.3% | +42.0% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling