+122.1%
KO vs COMP
-52.0%
+174.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.8% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +8.1% | +16.6% | -8.4% | +7.7% |
| 3M | +14.2% | -23.5% | +37.7% | +14.8% |
| 6M | +25.2% | +25.7% | -0.5% | +24.3% |
| YTD | +44.7% | -3.4% | +48.1% | +44.1% |
| 1Y | +43.4% | +7.6% | +35.8% | +42.3% |
| 3Y | +90.1% | +423.6% | -333.5% | +77.9% |
| 5Y | +103.0% | -10.6% | +113.5% | +88.7% |
| All | +122.1% | -52.0% | +174.1% | +104.5% |
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