+62.9%
KO vs DRI
+52.8%
+10.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -1.1% | -4.8% | +3.7% | -0.5% |
| 30D | +1.6% | -5.2% | +6.8% | +2.1% |
| 3M | +5.8% | +2.7% | +3.0% | +5.3% |
| 6M | +14.3% | +3.6% | +10.7% | +13.6% |
| YTD | +27.3% | +15.4% | +11.9% | +25.4% |
| 1Y | +33.2% | +1.3% | +31.9% | +32.6% |
| All | +62.9% | +52.8% | +10.2% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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