+108.7%
KO vs DT
+101.6%
+7.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -1.1% | -2.5% | +1.4% | -1.0% |
| 30D | +1.6% | +3.5% | -2.0% | +1.3% |
| 3M | +5.8% | +26.7% | -21.0% | +4.1% |
| 6M | +14.3% | +36.1% | -21.9% | +11.7% |
| YTD | +27.3% | +18.6% | +8.7% | +25.5% |
| 1Y | +33.2% | +7.9% | +25.3% | +32.1% |
| 3Y | +64.5% | +8.6% | +55.9% | +61.6% |
| 5Y | +83.1% | -26.7% | +109.8% | +82.9% |
| All | +108.7% | +101.6% | +7.0% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling