+62.9%
KO vs COO
-38.4%
+101.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.7% | +15.0% | +1.8% |
| 7D | -1.1% | -23.3% | +22.2% | +1.6% |
| 30D | +1.6% | -29.5% | +31.0% | +5.3% |
| 3M | +5.8% | -20.0% | +25.7% | +8.2% |
| 6M | +14.3% | -27.2% | +41.5% | +17.8% |
| YTD | +27.3% | -33.9% | +61.2% | +32.3% |
| 1Y | +33.2% | -19.9% | +53.1% | +35.6% |
| All | +62.9% | -38.4% | +101.3% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling