+108.0%
KO vs DT
+98.4%
+9.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +0.8% | +0.1% | +0.7% | +0.7% |
| 3M | +8.3% | +24.1% | -15.8% | +6.8% |
| 6M | +14.0% | +30.1% | -16.1% | +11.8% |
| YTD | +26.9% | +16.8% | +10.2% | +25.2% |
| 1Y | +32.7% | -0.1% | +32.8% | +32.3% |
| 3Y | +63.9% | +6.8% | +57.1% | +61.2% |
| 5Y | +81.7% | -28.4% | +110.1% | +81.9% |
| All | +108.0% | +98.4% | +9.6% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling