+84.8%
KO vs DECK
-13.9%
+98.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.2% |
| 7D | +0.2% | +6.4% | -6.2% | 0.0% |
| 30D | +9.1% | +9.1% | 0.0% | +8.7% |
| 3M | +11.0% | -7.2% | +18.2% | +11.1% |
| 6M | +24.0% | -9.9% | +33.9% | +24.2% |
| YTD | +40.0% | -12.8% | +52.8% | +40.3% |
| 1Y | +39.7% | +10.6% | +29.1% | +40.0% |
| 3Y | +84.8% | -13.8% | +98.6% | +81.7% |
| All | +84.8% | -13.9% | +98.7% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling