+179.3%
KO vs DE
+863.9%
-684.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.2% | -2.6% | +2.8% | +0.8% |
| 30D | +1.8% | +9.0% | -7.2% | 0.0% |
| 3M | +7.7% | +19.1% | -11.5% | +3.6% |
| 6M | +15.3% | +14.4% | +0.9% | +11.5% |
| YTD | +28.0% | +45.9% | -18.0% | +17.1% |
| 1Y | +34.3% | +43.6% | -9.3% | +23.1% |
| 3Y | +63.8% | +75.9% | -12.1% | +41.1% |
| 5Y | +84.1% | +98.8% | -14.7% | +50.1% |
| All | +179.3% | +863.9% | -684.6% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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