+502.8%
KO vs BUD
+201.1%
+301.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.8% | +0.3% | -2.0% | -1.9% |
| 30D | +1.4% | -5.7% | +7.1% | +3.2% |
| 3M | +15.4% | +3.1% | +12.3% | +14.3% |
| 6M | +14.3% | +7.9% | +6.4% | +11.3% |
| YTD | +27.7% | +27.3% | +0.3% | +18.3% |
| 1Y | +32.7% | +37.8% | -5.1% | +19.9% |
| 3Y | +62.2% | +49.8% | +12.4% | +40.8% |
| 5Y | +80.0% | +43.8% | +36.2% | +55.6% |
| 10Y | +175.6% | -22.6% | +198.3% | +172.6% |
| All | +502.8% | +201.1% | +301.7% | +290.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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