+32.7%
KO vs COST
-3.4%
+36.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -1.8% | -3.1% | +1.4% | -0.7% |
| 30D | +1.4% | -2.8% | +4.2% | +2.3% |
| 3M | +15.4% | -5.7% | +21.1% | +17.1% |
| 6M | +14.3% | -8.8% | +23.0% | +16.9% |
| YTD | +27.7% | +6.7% | +21.0% | +28.9% |
| 1Y | +32.7% | -3.6% | +36.3% | +34.7% |
| All | +32.7% | -3.4% | +36.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling