+207.2%
KO vs DOC
+15.7%
+191.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +1.7% | +6.5% | -4.8% | -0.1% |
| 30D | +11.5% | +9.2% | +2.3% | +8.6% |
| 3M | +10.8% | -2.5% | +13.3% | +11.5% |
| 6M | +22.3% | +7.1% | +15.2% | +19.5% |
| YTD | +39.5% | +33.0% | +6.5% | +26.8% |
| 1Y | +42.2% | +23.3% | +18.9% | +32.3% |
| 3Y | +83.1% | +44.9% | +38.1% | +58.3% |
| 5Y | +94.8% | -21.6% | +116.4% | +104.5% |
| All | +207.2% | +15.7% | +191.5% | +175.4% |
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