+4,235.9%
KO vs DOC
+2,974.4%
+1,261.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -1.8% | -1.5% | -0.3% | -1.5% |
| 30D | +1.4% | -4.8% | +6.2% | +2.4% |
| 3M | +15.4% | +6.9% | +8.5% | +13.8% |
| 6M | +14.3% | +20.7% | -6.5% | +9.5% |
| YTD | +27.7% | +34.1% | -6.5% | +19.6% |
| 1Y | +32.7% | +22.6% | +10.1% | +26.4% |
| 3Y | +62.2% | +20.8% | +41.4% | +53.2% |
| 5Y | +80.0% | -24.9% | +104.9% | +85.7% |
| 10Y | +175.6% | -1.8% | +177.5% | +162.6% |
| All | +4,235.9% | +2,974.4% | +1,261.5% | +2,002.5% |
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 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