+4,235.9%
KO vs D
+2,347.4%
+1,888.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.8% | +1.5% | -3.2% | -2.3% |
| 30D | +1.4% | -2.6% | +4.0% | +2.4% |
| 3M | +15.4% | 0.0% | +15.4% | +15.3% |
| 6M | +14.3% | +7.4% | +6.9% | +10.6% |
| YTD | +27.7% | +15.9% | +11.8% | +19.6% |
| 1Y | +32.7% | +18.1% | +14.6% | +23.2% |
| 3Y | +62.2% | +58.4% | +3.8% | +31.3% |
| 5Y | +80.0% | +5.2% | +74.8% | +70.4% |
| 10Y | +175.6% | +35.9% | +139.8% | +129.6% |
| All | +4,235.9% | +2,347.4% | +1,888.5% | +685.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling