+81.6%
KO vs BTG
+77.4%
+4.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.4% |
| 7D | -1.1% | -5.5% | +4.4% | -0.9% |
| 30D | +1.6% | +6.1% | -4.5% | +1.3% |
| 3M | +5.8% | +38.6% | -32.9% | +4.3% |
| 6M | +14.3% | +0.7% | +13.6% | +14.1% |
| YTD | +27.3% | +20.3% | +7.0% | +25.6% |
| 1Y | +33.2% | +25.0% | +8.1% | +30.4% |
| 3Y | +64.5% | +97.3% | -32.8% | +54.4% |
| All | +81.6% | +77.4% | +4.3% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling