+4,210.3%
KO vs COST
+11,573.1%
-7,362.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -0.8% | -2.8% | +2.0% | -0.2% |
| 30D | +0.8% | -5.3% | +6.0% | +1.8% |
| 3M | +8.3% | -6.7% | +15.0% | +9.8% |
| 6M | +14.0% | -9.9% | +24.0% | +16.3% |
| YTD | +26.9% | +5.1% | +21.8% | +25.6% |
| 1Y | +32.7% | -7.3% | +40.0% | +34.4% |
| 3Y | +63.9% | +70.4% | -6.4% | +46.6% |
| 5Y | +81.7% | +104.4% | -22.7% | +55.8% |
| 10Y | +183.0% | +609.0% | -426.0% | +92.8% |
| All | +4,210.3% | +11,573.1% | -7,362.8% | +1,526.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling