+43.2%
KO vs BTDR
-69.9%
+113.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +0.8% |
| 7D | +4.4% | -17.6% | +22.0% | +3.8% |
| 30D | +10.7% | -40.3% | +51.0% | +9.1% |
| 3M | +11.3% | -42.6% | +54.0% | +9.8% |
| 6M | +24.0% | -46.3% | +70.3% | +21.8% |
| YTD | +39.7% | -41.7% | +81.4% | +37.0% |
| 1Y | +43.2% | -69.4% | +112.6% | +41.5% |
| All | +43.2% | -69.9% | +113.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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