+4,224.1%
KO vs BTI
+5,998.9%
-1,774.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -1.1% | -2.0% | +0.9% | -0.7% |
| 30D | +1.6% | -3.4% | +5.0% | +2.3% |
| 3M | +5.8% | -9.0% | +14.7% | +7.8% |
| 6M | +14.3% | -5.0% | +19.3% | +15.4% |
| YTD | +27.3% | -0.3% | +27.6% | +27.1% |
| 1Y | +33.2% | +3.1% | +30.1% | +31.8% |
| 3Y | +64.5% | +111.0% | -46.5% | +38.7% |
| 5Y | +83.1% | +117.0% | -33.9% | +52.8% |
| 10Y | +183.9% | +73.9% | +110.0% | +142.0% |
| All | +4,224.1% | +5,998.9% | -1,774.8% | +1,760.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling