+4,732.3%
KO vs DIS
+1,726.3%
+3,006.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.8% | +0.6% | +1.3% | +1.7% |
| 30D | +8.7% | +10.3% | -1.6% | +6.1% |
| 3M | +13.5% | +15.6% | -2.1% | +9.5% |
| 6M | +25.6% | +15.1% | +10.5% | +21.1% |
| YTD | +42.3% | +6.0% | +36.3% | +39.3% |
| 1Y | +39.9% | +5.7% | +34.2% | +36.9% |
| 3Y | +87.5% | +39.8% | +47.7% | +67.6% |
| 5Y | +99.1% | -23.9% | +122.9% | +102.9% |
| 10Y | +224.2% | +32.9% | +191.3% | +177.6% |
| All | +4,732.3% | +1,726.3% | +3,006.0% | +1,312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling