+81.6%
KO vs DELL
+1,018.3%
-936.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.7% | +0.2% |
| 7D | -1.1% | -1.9% | +0.8% | -1.1% |
| 30D | +1.6% | +14.9% | -13.3% | +1.8% |
| 3M | +5.8% | +37.2% | -31.5% | +6.2% |
| 6M | +14.3% | +254.0% | -239.7% | +14.0% |
| YTD | +27.3% | +306.1% | -278.8% | +26.7% |
| 1Y | +33.2% | +312.3% | -279.1% | +32.4% |
| 3Y | +64.5% | +654.0% | -589.6% | +51.6% |
| All | +81.6% | +1,018.3% | -936.7% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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