+83.1%
KO vs DOCN
+189.9%
-106.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | 0.0% |
| 7D | +1.7% | -19.2% | +20.8% | +0.9% |
| 30D | +11.5% | -43.1% | +54.5% | +9.4% |
| 3M | +10.8% | -40.7% | +51.5% | +9.1% |
| 6M | +22.3% | -55.0% | +77.2% | +19.8% |
| YTD | +39.5% | +50.6% | -11.1% | +40.3% |
| 1Y | +42.2% | +54.0% | -11.7% | +43.1% |
| 3Y | +83.1% | +203.9% | -120.8% | +83.0% |
| All | +83.1% | +189.9% | -106.8% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling