+472.9%
KO vs DIA
+1,130.8%
-657.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +1.0% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +1.5% | -2.1% | +3.6% | +2.8% |
| 3M | +11.8% | +4.2% | +7.6% | +8.9% |
| 6M | +16.2% | +11.9% | +4.3% | +8.1% |
| YTD | +28.1% | +10.8% | +17.3% | +19.5% |
| 1Y | +34.8% | +17.5% | +17.2% | +21.1% |
| 3Y | +65.5% | +59.9% | +5.5% | +20.8% |
| 5Y | +81.6% | +64.1% | +17.4% | +29.6% |
| 10Y | +176.7% | +246.2% | -69.5% | +21.7% |
| All | +472.9% | +1,130.8% | -657.9% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling