+81.6%
KO vs DG
-38.7%
+120.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -1.1% | -6.3% | +5.2% | -0.5% |
| 30D | +1.6% | +2.4% | -0.9% | +1.3% |
| 3M | +5.8% | +12.4% | -6.7% | +4.5% |
| 6M | +14.3% | -14.9% | +29.2% | +15.8% |
| YTD | +27.3% | -6.1% | +33.4% | +27.6% |
| 1Y | +33.2% | +17.9% | +15.3% | +30.1% |
| 3Y | +64.5% | +3.1% | +61.3% | +59.2% |
| All | +81.6% | -38.7% | +120.3% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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