+4,210.3%
KO vs COP
+4,615.6%
-405.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +0.8% | +11.7% | -10.9% | -1.2% |
| 3M | +8.3% | +17.7% | -9.4% | +5.1% |
| 6M | +14.0% | +18.3% | -4.3% | +10.2% |
| YTD | +26.9% | +49.1% | -22.2% | +17.6% |
| 1Y | +32.7% | +53.3% | -20.6% | +22.1% |
| 3Y | +63.9% | +22.2% | +41.8% | +54.6% |
| 5Y | +81.7% | +193.3% | -111.6% | +41.5% |
| 10Y | +183.0% | +340.2% | -157.2% | +89.1% |
| All | +4,210.3% | +4,615.6% | -405.3% | +1,521.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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