+222.7%
KO vs D
+47.7%
+175.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +1.8% | -3.1% | +4.8% | +3.1% |
| 30D | +8.1% | +8.4% | -0.2% | +4.6% |
| 3M | +13.0% | +0.2% | +12.8% | +12.8% |
| 6M | +23.3% | +9.5% | +13.8% | +18.3% |
| YTD | +42.1% | +18.8% | +23.3% | +31.5% |
| 1Y | +39.9% | +14.7% | +25.2% | +31.2% |
| 3Y | +87.3% | +72.9% | +14.3% | +45.1% |
| 5Y | +99.3% | +13.1% | +86.1% | +84.8% |
| All | +222.7% | +47.7% | +175.0% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling