+81.6%
KO vs BX
+15.1%
+66.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.5% |
| 7D | -1.1% | -8.9% | +7.8% | -0.5% |
| 30D | +1.6% | -14.8% | +16.3% | +2.7% |
| 3M | +5.8% | +6.9% | -1.2% | +5.2% |
| 6M | +14.3% | +16.3% | -2.0% | +12.7% |
| YTD | +27.3% | -16.1% | +43.4% | +28.7% |
| 1Y | +33.2% | -26.8% | +60.0% | +36.2% |
| 3Y | +64.5% | +22.4% | +42.0% | +56.3% |
| All | +81.6% | +15.1% | +66.5% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling