+32.7%
KO vs DIA
+19.6%
+13.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +1.4% | -1.5% | +3.0% | +1.4% |
| 3M | +15.4% | +3.8% | +11.6% | +15.8% |
| 6M | +14.3% | +10.3% | +4.0% | +13.8% |
| YTD | +27.7% | +12.1% | +15.6% | +26.7% |
| 1Y | +32.7% | +18.6% | +14.1% | +30.6% |
| All | +32.7% | +19.6% | +13.1% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling