+417.7%
KO vs DG
+560.3%
-142.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | -0.8% | -4.8% | +4.0% | -0.1% |
| 30D | +0.8% | +1.8% | -1.0% | +0.5% |
| 3M | +8.3% | +14.5% | -6.1% | +6.2% |
| 6M | +14.0% | -13.6% | +27.6% | +15.8% |
| YTD | +26.9% | -4.8% | +31.8% | +27.1% |
| 1Y | +32.7% | +21.6% | +11.1% | +27.9% |
| 3Y | +63.9% | +4.5% | +59.5% | +57.1% |
| 5Y | +81.7% | -38.5% | +120.2% | +88.7% |
| 10Y | +183.0% | +102.2% | +80.8% | +146.2% |
| All | +417.7% | +560.3% | -142.5% | +270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling