+1,877.1%
KO vs DECK
+7,999.1%
-6,121.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | 0.0% |
| 7D | +3.1% | +6.0% | -2.9% | +2.9% |
| 30D | +11.1% | +7.4% | +3.6% | +10.8% |
| 3M | +10.9% | -11.7% | +22.6% | +11.4% |
| 6M | +23.5% | -11.0% | +34.5% | +23.9% |
| YTD | +39.6% | -15.4% | +55.0% | +40.2% |
| 1Y | +43.4% | +7.2% | +36.2% | +42.8% |
| 3Y | +83.9% | -11.8% | +95.8% | +82.7% |
| 5Y | +95.0% | +24.3% | +70.6% | +90.1% |
| 10Y | +213.1% | +907.5% | -694.5% | +182.7% |
| All | +1,877.1% | +7,999.1% | -6,121.9% | +1,594.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling