+177.9%
KO vs DTE
+141.0%
+36.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | -1.1% | -2.0% | +0.9% | -0.2% |
| 30D | +1.6% | -2.4% | +4.0% | +2.6% |
| 3M | +5.8% | -7.3% | +13.0% | +9.4% |
| 6M | +14.3% | -7.6% | +21.9% | +18.2% |
| YTD | +27.3% | +5.8% | +21.5% | +23.4% |
| 1Y | +33.2% | +2.3% | +30.8% | +30.9% |
| 3Y | +64.5% | +45.0% | +19.5% | +36.0% |
| 5Y | +83.1% | +33.2% | +49.9% | +56.3% |
| All | +177.9% | +141.0% | +36.9% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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