+83.4%
KO vs DECK
+25.5%
+57.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -1.8% | -2.2% | +0.4% | -1.7% |
| 30D | +1.4% | -13.6% | +15.0% | +2.1% |
| 3M | +15.4% | -21.2% | +36.6% | +16.5% |
| 6M | +14.3% | -21.1% | +35.4% | +15.3% |
| YTD | +27.7% | -17.2% | +44.9% | +28.5% |
| 1Y | +32.7% | -30.7% | +63.4% | +34.1% |
| 3Y | +62.2% | -3.4% | +65.6% | +57.4% |
| All | +83.4% | +25.5% | +57.9% | +69.6% |
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