+207.2%
KO vs DECK
+874.1%
-666.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.7% | +5.8% | -4.1% | +1.2% |
| 30D | +11.5% | +7.9% | +3.6% | +10.7% |
| 3M | +10.8% | -11.4% | +22.2% | +11.8% |
| 6M | +22.3% | -16.6% | +38.8% | +23.9% |
| YTD | +39.5% | -16.4% | +55.9% | +40.9% |
| 1Y | +42.2% | +8.6% | +33.6% | +40.5% |
| 3Y | +83.1% | -15.1% | +98.2% | +78.5% |
| 5Y | +94.8% | +22.9% | +72.0% | +79.2% |
| All | +207.2% | +874.1% | -666.9% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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