+179.3%
KO vs BTI
+73.8%
+105.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | +1.8% | -1.1% | +2.9% | +2.1% |
| 3M | +7.7% | -8.8% | +16.4% | +10.6% |
| 6M | +15.3% | -4.0% | +19.2% | +16.3% |
| YTD | +28.0% | +0.4% | +27.6% | +27.3% |
| 1Y | +34.3% | +1.9% | +32.3% | +32.7% |
| 3Y | +63.8% | +108.5% | -44.7% | +27.8% |
| 5Y | +84.1% | +118.5% | -34.5% | +40.1% |
| All | +179.3% | +73.8% | +105.5% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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