+86.3%
KO vs DOC
+54.0%
+32.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +2.2% | +4.3% | -2.1% | +1.6% |
| 30D | +10.1% | +9.2% | +0.9% | +8.6% |
| 3M | +12.2% | -0.8% | +13.1% | +12.2% |
| 6M | +25.1% | +7.1% | +18.0% | +23.9% |
| YTD | +41.3% | +34.0% | +7.3% | +35.2% |
| 1Y | +41.1% | +23.2% | +17.9% | +36.8% |
| 3Y | +86.3% | +53.6% | +32.7% | +81.5% |
| All | +86.3% | +54.0% | +32.3% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling