+167.4%
KO vs DBX
+20.9%
+146.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | +1.6% | +2.8% | -1.3% | +1.3% |
| 3M | +5.8% | +26.8% | -21.0% | +3.9% |
| 6M | +14.3% | +32.8% | -18.5% | +11.7% |
| YTD | +27.3% | +26.1% | +1.2% | +24.9% |
| 1Y | +33.2% | +14.1% | +19.0% | +31.5% |
| 3Y | +64.5% | +25.7% | +38.8% | +59.5% |
| 5Y | +83.1% | +11.2% | +72.0% | +77.0% |
| All | +167.4% | +20.9% | +146.6% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling