+222.7%
KO vs DOC
+20.3%
+202.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +2.2% | +4.3% | -2.1% | +1.0% |
| 30D | +10.1% | +9.2% | +0.9% | +7.3% |
| 3M | +12.2% | -0.8% | +13.1% | +12.3% |
| 6M | +25.1% | +7.1% | +18.0% | +22.3% |
| YTD | +41.3% | +34.0% | +7.3% | +28.2% |
| 1Y | +41.1% | +23.2% | +17.9% | +31.3% |
| 3Y | +86.3% | +53.6% | +32.7% | +58.2% |
| 5Y | +97.8% | -20.4% | +118.2% | +106.6% |
| 10Y | +222.7% | +23.4% | +199.4% | +187.7% |
| All | +222.7% | +20.3% | +202.5% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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