+90.1%
KO vs DRI
+68.2%
+21.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +3.7% | +1.1% | +2.7% | +3.6% |
| 30D | +8.1% | +9.7% | -1.6% | +7.0% |
| 3M | +14.2% | +3.2% | +11.0% | +13.6% |
| 6M | +25.2% | +20.6% | +4.6% | +22.5% |
| YTD | +44.7% | +28.3% | +16.5% | +41.0% |
| 1Y | +43.4% | +34.5% | +8.8% | +39.1% |
| 3Y | +90.1% | +66.5% | +23.5% | +81.6% |
| All | +90.1% | +68.2% | +21.8% | +81.6% |
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