+119.0%
KO vs DOCN
+88.7%
+30.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.0% | -7.7% | +0.5% |
| 7D | +0.2% | -12.8% | +13.0% | +0.1% |
| 30D | +9.1% | -41.9% | +51.0% | +8.6% |
| 3M | +11.0% | -36.9% | +47.9% | +10.6% |
| 6M | +24.0% | -52.2% | +76.2% | +23.6% |
| YTD | +40.0% | +62.7% | -22.7% | +38.6% |
| 1Y | +39.7% | +58.2% | -18.5% | +38.3% |
| 3Y | +84.8% | +219.5% | -134.7% | +79.9% |
| 5Y | +96.8% | -32.9% | +129.6% | +89.4% |
| All | +119.0% | +88.7% | +30.4% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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