+139.6%
KO vs DOW
-15.9%
+155.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.8% | -6.0% | +5.2% | +0.3% |
| 30D | +0.8% | -2.7% | +3.5% | +1.2% |
| 3M | +8.3% | -10.5% | +18.8% | +10.1% |
| 6M | +14.0% | -12.4% | +26.5% | +15.4% |
| YTD | +26.9% | +30.0% | -3.1% | +18.2% |
| 1Y | +32.7% | +27.8% | +4.9% | +23.2% |
| 3Y | +63.9% | -34.9% | +98.9% | +73.9% |
| 5Y | +81.7% | -35.9% | +117.6% | +90.1% |
| All | +139.6% | -15.9% | +155.5% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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