+32.7%
KO vs D
+15.7%
+17.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +1.4% | -3.6% | +5.0% | +2.1% |
| 3M | +15.4% | -1.0% | +16.4% | +15.7% |
| 6M | +14.3% | +6.3% | +8.0% | +13.1% |
| YTD | +27.7% | +14.7% | +13.0% | +23.6% |
| 1Y | +32.7% | +16.9% | +15.8% | +27.1% |
| All | +32.7% | +15.7% | +17.0% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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