+728.0%
KO vs DLR
+3,609.2%
-2,881.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.8% | +2.9% | -3.7% | -1.3% |
| 30D | +0.8% | -1.2% | +1.9% | +0.9% |
| 3M | +8.3% | +2.9% | +5.4% | +7.4% |
| 6M | +14.0% | +6.7% | +7.4% | +12.2% |
| YTD | +26.9% | +23.9% | +3.0% | +21.4% |
| 1Y | +32.7% | +18.6% | +14.0% | +27.6% |
| 3Y | +63.9% | +59.7% | +4.3% | +46.9% |
| 5Y | +81.7% | +42.1% | +39.7% | +64.0% |
| 10Y | +183.0% | +176.7% | +6.3% | +124.0% |
| All | +728.0% | +3,609.2% | -2,881.2% | +366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling