+82.6%
KO vs DIA
+64.3%
+18.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.1% |
| 7D | +0.2% | -1.6% | +1.8% | +0.9% |
| 30D | +1.8% | -2.0% | +3.9% | +2.7% |
| 3M | +7.7% | +3.6% | +4.0% | +6.1% |
| 6M | +15.3% | +11.5% | +3.7% | +9.7% |
| YTD | +28.0% | +10.4% | +17.6% | +22.2% |
| 1Y | +34.3% | +15.6% | +18.7% | +25.3% |
| 3Y | +63.8% | +58.9% | +4.9% | +25.8% |
| All | +82.6% | +64.3% | +18.3% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling