+4,235.9%
KO vs COO
+5,988.7%
-1,752.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -1.8% | -2.2% | +0.4% | -1.7% |
| 30D | +1.4% | -7.0% | +8.4% | +1.8% |
| 3M | +15.4% | +12.2% | +3.2% | +14.7% |
| 6M | +14.3% | -15.1% | +29.4% | +15.1% |
| YTD | +27.7% | -15.1% | +42.8% | +28.5% |
| 1Y | +32.7% | +2.3% | +30.4% | +32.4% |
| 3Y | +62.2% | -23.7% | +85.9% | +63.4% |
| 5Y | +80.0% | -38.9% | +118.9% | +82.7% |
| 10Y | +175.6% | +49.9% | +125.7% | +169.7% |
| All | +4,235.9% | +5,988.7% | -1,752.8% | +3,834.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling