+4,641.2%
KO vs DOC
+2,926.9%
+1,714.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +3.1% | +6.2% | -3.1% | +1.9% |
| 30D | +11.1% | +6.5% | +4.6% | +9.7% |
| 3M | +10.9% | -6.2% | +17.1% | +12.2% |
| 6M | +23.5% | +25.6% | -2.1% | +17.4% |
| YTD | +39.6% | +32.1% | +7.5% | +31.1% |
| 1Y | +43.4% | +20.3% | +23.2% | +37.2% |
| 3Y | +83.9% | +42.7% | +41.2% | +68.1% |
| 5Y | +95.0% | -22.2% | +117.1% | +99.6% |
| 10Y | +213.1% | +16.5% | +196.5% | +190.0% |
| All | +4,641.2% | +2,926.9% | +1,714.3% | +2,204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling