+33.6%
KO vs DIA
+15.7%
+17.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.3% |
| 7D | -1.1% | -3.0% | +1.9% | -1.1% |
| 30D | +1.6% | -3.0% | +4.6% | +1.5% |
| 3M | +5.8% | +4.5% | +1.3% | +6.2% |
| 6M | +14.3% | +9.8% | +4.5% | +13.9% |
| YTD | +27.3% | +9.3% | +18.0% | +26.3% |
| All | +33.6% | +15.7% | +17.8% | +31.6% |
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