+32.7%
KO vs BWA
+59.1%
-26.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.8% |
| 7D | -1.8% | +5.7% | -7.4% | -1.7% |
| 30D | +1.4% | +1.4% | 0.0% | +1.4% |
| 3M | +15.4% | -12.1% | +27.5% | +16.0% |
| 6M | +14.3% | +28.6% | -14.3% | +11.6% |
| YTD | +27.7% | +51.1% | -23.4% | +24.2% |
| 1Y | +32.7% | +55.9% | -23.2% | +28.0% |
| All | +32.7% | +59.1% | -26.4% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling