+62.9%
KO vs DIA
+57.1%
+5.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | -1.1% | -3.0% | +1.9% | -0.5% |
| 30D | +1.6% | -3.0% | +4.6% | +2.1% |
| 3M | +5.8% | +4.5% | +1.3% | +4.9% |
| 6M | +14.3% | +9.8% | +4.5% | +11.9% |
| YTD | +27.3% | +9.3% | +18.0% | +24.6% |
| 1Y | +33.2% | +16.0% | +17.2% | +28.2% |
| All | +62.9% | +57.1% | +5.9% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling