+99.1%
KO vs DIS
-24.2%
+123.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.8% | +0.6% | +1.3% | +1.8% |
| 30D | +8.7% | +10.3% | -1.6% | +7.4% |
| 3M | +13.5% | +15.6% | -2.1% | +11.6% |
| 6M | +25.6% | +15.1% | +10.5% | +23.4% |
| YTD | +42.3% | +6.0% | +36.3% | +40.7% |
| 1Y | +39.9% | +5.7% | +34.2% | +38.3% |
| 3Y | +87.5% | +39.8% | +47.7% | +76.8% |
| 5Y | +99.1% | -23.9% | +122.9% | +108.2% |
| All | +99.1% | -24.2% | +123.3% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling