+179.3%
KO vs BX
+673.1%
-493.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | +0.1% |
| 7D | +0.2% | -5.6% | +5.9% | +1.2% |
| 30D | +1.8% | -12.2% | +14.0% | +3.9% |
| 3M | +7.7% | +7.4% | +0.3% | +6.1% |
| 6M | +15.3% | +22.2% | -6.9% | +10.6% |
| YTD | +28.0% | -14.0% | +42.0% | +30.0% |
| 1Y | +34.3% | -27.3% | +61.6% | +40.4% |
| 3Y | +63.8% | +24.5% | +39.2% | +49.1% |
| 5Y | +84.1% | +18.9% | +65.2% | +61.9% |
| All | +179.3% | +673.1% | -493.8% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling