+81.6%
KO vs BTDR
+16.3%
+65.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.2% |
| 7D | -1.1% | -3.2% | +2.1% | -1.1% |
| 30D | +1.6% | +32.7% | -31.1% | +1.9% |
| 3M | +5.8% | -28.4% | +34.1% | +5.6% |
| 6M | +14.3% | +51.7% | -37.4% | +14.8% |
| YTD | +27.3% | +2.9% | +24.5% | +27.6% |
| 1Y | +33.2% | -15.5% | +48.6% | +33.4% |
| 3Y | +64.5% | 0.0% | +64.5% | +64.0% |
| All | +81.6% | +16.3% | +65.3% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling