+95.0%
KO vs DECK
+25.8%
+69.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | 0.0% |
| 7D | +3.1% | +6.0% | -2.9% | +2.8% |
| 30D | +11.1% | +7.4% | +3.6% | +10.7% |
| 3M | +10.9% | -11.7% | +22.6% | +11.5% |
| 6M | +23.5% | -11.0% | +34.5% | +24.0% |
| YTD | +39.6% | -15.4% | +55.0% | +40.3% |
| 1Y | +43.4% | +7.2% | +36.2% | +42.9% |
| 3Y | +83.9% | -11.8% | +95.8% | +79.3% |
| 5Y | +95.0% | +24.3% | +70.6% | +78.2% |
| All | +95.0% | +25.8% | +69.2% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling