+32.7%
KO vs BX
-15.8%
+48.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.9% |
| 7D | -1.8% | -4.4% | +2.6% | -2.0% |
| 30D | +1.4% | +0.1% | +1.3% | +1.5% |
| 3M | +15.4% | +16.0% | -0.6% | +16.6% |
| 6M | +14.3% | +21.6% | -7.3% | +15.9% |
| YTD | +27.7% | -8.9% | +36.6% | +28.2% |
| 1Y | +32.7% | -16.6% | +49.3% | +32.2% |
| All | +32.7% | -15.8% | +48.5% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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