+81.7%
KO vs DIS
-42.0%
+123.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -0.8% | -3.5% | +2.7% | -0.4% |
| 30D | +0.8% | +1.0% | -0.2% | +0.7% |
| 3M | +8.3% | +5.7% | +2.6% | +7.6% |
| 6M | +14.0% | +3.3% | +10.8% | +13.5% |
| YTD | +26.9% | -7.7% | +34.6% | +27.6% |
| 1Y | +32.7% | -10.0% | +42.6% | +33.6% |
| 3Y | +63.9% | +31.7% | +32.2% | +55.2% |
| 5Y | +81.7% | -42.2% | +123.9% | +89.1% |
| All | +81.7% | -42.0% | +123.7% | +89.1% |
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