+177.9%
KO vs DLR
+172.7%
+5.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | +1.6% | -2.9% | +4.4% | +2.1% |
| 3M | +5.8% | +3.2% | +2.5% | +4.6% |
| 6M | +14.3% | +3.9% | +10.4% | +12.6% |
| YTD | +27.3% | +21.4% | +5.9% | +20.9% |
| 1Y | +33.2% | +9.7% | +23.5% | +29.2% |
| 3Y | +64.5% | +56.5% | +7.9% | +42.3% |
| 5Y | +83.1% | +41.5% | +41.6% | +60.3% |
| All | +177.9% | +172.7% | +5.1% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling