+578.4%
KO vs DAL
+363.8%
+214.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +3.7% | -1.1% | +4.8% | +3.8% |
| 30D | +8.1% | +12.8% | -4.7% | +6.6% |
| 3M | +14.2% | -5.3% | +19.5% | +14.7% |
| 6M | +25.2% | +22.4% | +2.8% | +21.9% |
| YTD | +44.7% | +25.6% | +19.1% | +39.9% |
| 1Y | +43.4% | +45.5% | -2.1% | +36.2% |
| 3Y | +90.1% | +161.0% | -70.9% | +64.5% |
| 5Y | +103.0% | +112.2% | -9.3% | +77.1% |
| 10Y | +229.8% | +109.1% | +120.7% | +175.9% |
| All | +578.4% | +363.8% | +214.6% | +355.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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