+1,622.6%
KO vs DAR
+1,762.6%
-140.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -1.8% | +1.4% | -3.1% | -1.8% |
| 30D | +1.4% | +12.8% | -11.4% | +1.0% |
| 3M | +15.4% | +7.4% | +8.0% | +15.0% |
| 6M | +14.3% | +22.3% | -8.0% | +13.3% |
| YTD | +27.7% | +81.1% | -53.4% | +24.8% |
| 1Y | +32.7% | +106.5% | -73.8% | +28.9% |
| 3Y | +62.2% | +5.3% | +56.9% | +60.5% |
| 5Y | +80.0% | -11.5% | +91.5% | +78.4% |
| 10Y | +175.6% | +353.3% | -177.7% | +157.5% |
| All | +1,622.6% | +1,762.6% | -140.0% | +1,356.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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