+1,763.3%
KO vs BWA
+3,394.0%
-1,630.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +1.6% | -5.5% | +7.0% | +2.3% |
| 3M | +5.8% | -7.6% | +13.4% | +6.7% |
| 6M | +14.3% | +25.0% | -10.7% | +9.5% |
| YTD | +27.3% | +47.0% | -19.6% | +18.3% |
| 1Y | +33.2% | +54.0% | -20.8% | +22.6% |
| 3Y | +64.5% | +70.7% | -6.2% | +46.5% |
| 5Y | +83.1% | +86.7% | -3.6% | +58.0% |
| 10Y | +183.9% | +154.0% | +30.0% | +123.3% |
| All | +1,763.3% | +3,394.0% | -1,630.7% | +856.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling