+1,171.5%
KO vs DRI
+7,577.6%
-6,406.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | +1.4% | +3.8% | -2.4% | +0.8% |
| 3M | +15.4% | +13.0% | +2.4% | +13.0% |
| 6M | +14.3% | +8.3% | +6.0% | +12.6% |
| YTD | +27.7% | +20.6% | +7.0% | +23.5% |
| 1Y | +32.7% | +6.5% | +26.2% | +30.7% |
| 3Y | +62.2% | +53.7% | +8.5% | +49.1% |
| 5Y | +80.0% | +72.7% | +7.3% | +60.6% |
| 10Y | +175.6% | +363.2% | -187.5% | +99.9% |
| All | +1,171.5% | +7,577.6% | -6,406.2% | +477.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling