+32.7%
KO vs DIS
-8.8%
+41.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -1.8% | -2.6% | +0.8% | -1.4% |
| 30D | +1.4% | +3.5% | -2.1% | +1.0% |
| 3M | +15.4% | +6.8% | +8.6% | +14.2% |
| 6M | +14.3% | +3.0% | +11.3% | +13.2% |
| YTD | +27.7% | -6.7% | +34.4% | +27.6% |
| 1Y | +32.7% | -10.1% | +42.8% | +31.7% |
| All | +32.7% | -8.8% | +41.4% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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