+94.8%
KO vs COMP
-49.7%
+144.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.9% |
| 7D | -0.8% | +0.8% | -1.6% | -0.8% |
| 30D | +0.8% | -13.9% | +14.7% | +1.1% |
| 3M | +8.3% | +30.7% | -22.4% | +7.6% |
| 6M | +14.0% | +18.7% | -4.6% | +13.3% |
| YTD | +26.9% | +1.0% | +25.9% | +26.3% |
| 1Y | +32.7% | +15.1% | +17.6% | +31.5% |
| 3Y | +63.9% | +219.8% | -155.8% | +55.8% |
| 5Y | +81.7% | -28.7% | +110.4% | +68.3% |
| All | +94.8% | -49.7% | +144.5% | +79.3% |
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