+34.3%
KO vs BTDR
-13.8%
+48.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.6% |
| 7D | +0.2% | -3.4% | +3.6% | +0.2% |
| 30D | +1.8% | +32.6% | -30.8% | +2.9% |
| 3M | +7.7% | -32.2% | +39.9% | +7.1% |
| 6M | +15.3% | +52.4% | -37.1% | +16.4% |
| YTD | +28.0% | +6.7% | +21.3% | +28.4% |
| 1Y | +34.3% | -15.2% | +49.5% | +32.6% |
| All | +34.3% | -13.8% | +48.0% | +32.6% |
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