+96.6%
KO vs COMP
-17.6%
+114.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.7% | -10.8% | -0.3% |
| 7D | +1.7% | +13.4% | -11.8% | +1.4% |
| 30D | +11.5% | +11.1% | +0.4% | +11.1% |
| 3M | +10.8% | -18.8% | +29.7% | +11.2% |
| 6M | +22.3% | +10.5% | +11.8% | +21.7% |
| YTD | +39.5% | -3.4% | +42.9% | +38.9% |
| 1Y | +42.2% | +19.7% | +22.5% | +40.6% |
| 3Y | +83.1% | +381.6% | -298.5% | +70.6% |
| All | +96.6% | -17.6% | +114.2% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling