+679.2%
KO vs DGX
+8,631.6%
-7,952.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.7% |
| 7D | -1.1% | -3.5% | +2.3% | -0.5% |
| 30D | +1.6% | -2.7% | +4.2% | +2.1% |
| 3M | +5.8% | +13.9% | -8.1% | +3.1% |
| 6M | +14.3% | +16.0% | -1.7% | +11.0% |
| YTD | +27.3% | +34.9% | -7.6% | +20.0% |
| 1Y | +33.2% | +30.6% | +2.6% | +26.2% |
| 3Y | +64.5% | +93.0% | -28.5% | +44.3% |
| 5Y | +83.1% | +64.4% | +18.7% | +64.4% |
| 10Y | +183.9% | +248.1% | -64.2% | +120.7% |
| All | +679.2% | +8,631.6% | -7,952.4% | +282.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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