+34.3%
KO vs DLR
+11.7%
+22.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.3% |
| 30D | +1.8% | -4.3% | +6.1% | +1.7% |
| 3M | +7.7% | +3.8% | +3.8% | +7.8% |
| 6M | +15.3% | +5.8% | +9.4% | +15.3% |
| YTD | +28.0% | +23.5% | +4.4% | +28.6% |
| 1Y | +34.3% | +11.1% | +23.2% | +34.4% |
| All | +34.3% | +11.7% | +22.6% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 2025-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded DLR 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling