+95.9%
KO vs COMP
-47.7%
+143.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.8% |
| 7D | -1.8% | +1.4% | -3.1% | -1.8% |
| 30D | +1.4% | -13.3% | +14.8% | +1.7% |
| 3M | +15.4% | +41.1% | -25.7% | +14.4% |
| 6M | +14.3% | +17.2% | -2.9% | +13.5% |
| YTD | +27.7% | +5.2% | +22.5% | +27.0% |
| 1Y | +32.7% | +18.9% | +13.8% | +31.4% |
| 3Y | +62.2% | +215.9% | -153.7% | +54.3% |
| 5Y | +80.0% | -31.2% | +111.2% | +66.4% |
| All | +95.9% | -47.7% | +143.6% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling