+4,644.6%
KO vs DOC
+2,934.4%
+1,710.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.1% | +0.4% |
| 7D | +4.4% | +8.7% | -4.3% | +2.7% |
| 30D | +10.7% | +7.6% | +3.1% | +9.1% |
| 3M | +11.3% | -5.3% | +16.6% | +12.4% |
| 6M | +24.0% | +27.6% | -3.6% | +17.6% |
| YTD | +39.7% | +32.4% | +7.3% | +31.1% |
| 1Y | +43.2% | +22.9% | +20.4% | +36.4% |
| 3Y | +84.1% | +43.1% | +41.0% | +68.1% |
| 5Y | +95.9% | -21.4% | +117.3% | +100.2% |
| 10Y | +213.3% | +16.8% | +196.5% | +190.1% |
| All | +4,644.6% | +2,934.4% | +1,710.2% | +2,204.8% |
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