+99.3%
KO vs D
+12.4%
+86.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.8% | -3.1% | +4.8% | +2.8% |
| 30D | +8.1% | +8.4% | -0.2% | +5.3% |
| 3M | +13.0% | +0.2% | +12.8% | +12.8% |
| 6M | +23.3% | +9.5% | +13.8% | +19.3% |
| YTD | +42.1% | +18.8% | +23.3% | +33.4% |
| 1Y | +39.9% | +14.7% | +25.2% | +32.8% |
| 3Y | +87.3% | +72.9% | +14.3% | +52.5% |
| 5Y | +99.3% | +13.1% | +86.1% | +94.5% |
| All | +99.3% | +12.4% | +86.9% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling