+174.8%
KO vs DOC
-2.1%
+176.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -1.8% | -1.5% | -0.3% | -1.4% |
| 30D | +1.4% | -4.8% | +6.2% | +2.8% |
| 3M | +15.4% | +6.9% | +8.5% | +13.1% |
| 6M | +14.3% | +20.7% | -6.5% | +7.4% |
| YTD | +27.7% | +34.1% | -6.5% | +16.0% |
| 1Y | +32.7% | +22.6% | +10.1% | +23.6% |
| 3Y | +62.2% | +20.8% | +41.4% | +49.0% |
| 5Y | +80.0% | -24.9% | +104.9% | +91.8% |
| All | +174.8% | -2.1% | +176.9% | +157.5% |
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