+4,815.5%
KO vs D
+2,415.1%
+2,400.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +3.7% | -1.4% | +5.1% | +4.3% |
| 30D | +8.1% | +7.7% | +0.4% | +4.9% |
| 3M | +14.2% | -0.3% | +14.5% | +14.2% |
| 6M | +25.2% | +10.1% | +15.1% | +19.9% |
| YTD | +44.7% | +19.1% | +25.7% | +34.0% |
| 1Y | +43.4% | +15.9% | +27.5% | +34.1% |
| 3Y | +90.1% | +75.0% | +15.1% | +48.2% |
| 5Y | +103.0% | +13.4% | +89.6% | +86.5% |
| 10Y | +229.8% | +47.5% | +182.3% | +165.8% |
| All | +4,815.5% | +2,415.1% | +2,400.4% | +780.0% |
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