+116.9%
KO vs COMP
-53.0%
+169.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.3% | +1.1% |
| 7D | +2.2% | +7.2% | -5.0% | +2.0% |
| 30D | +10.1% | +6.4% | +3.7% | +9.8% |
| 3M | +12.2% | -19.4% | +31.7% | +12.6% |
| 6M | +25.1% | +14.6% | +10.6% | +24.4% |
| YTD | +41.3% | -5.5% | +46.8% | +40.8% |
| 1Y | +41.1% | +13.7% | +27.4% | +39.8% |
| 3Y | +86.3% | +409.7% | -323.4% | +74.4% |
| 5Y | +97.8% | -17.0% | +114.8% | +83.8% |
| All | +116.9% | -53.0% | +169.9% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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