+177.9%
KO vs BTG
+158.3%
+19.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.5% |
| 7D | -1.1% | -5.5% | +4.4% | -0.9% |
| 30D | +1.6% | +6.1% | -4.5% | +1.2% |
| 3M | +5.8% | +38.6% | -32.9% | +3.9% |
| 6M | +14.3% | +0.7% | +13.6% | +13.8% |
| YTD | +27.3% | +20.3% | +7.0% | +25.3% |
| 1Y | +33.2% | +25.0% | +8.1% | +30.3% |
| 3Y | +64.5% | +97.3% | -32.8% | +55.2% |
| 5Y | +83.1% | +78.3% | +4.8% | +72.3% |
| All | +177.9% | +158.3% | +19.6% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling