+4,246.7%
KO vs DTE
+3,398.4%
+848.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | +0.2% | -2.6% | +2.8% | +1.3% |
| 30D | +1.8% | -4.4% | +6.2% | +3.7% |
| 3M | +7.7% | -8.3% | +16.0% | +11.5% |
| 6M | +15.3% | -8.1% | +23.3% | +19.1% |
| YTD | +28.0% | +4.4% | +23.6% | +25.1% |
| 1Y | +34.3% | +0.2% | +34.1% | +33.5% |
| 3Y | +63.8% | +42.6% | +21.2% | +39.1% |
| 5Y | +84.1% | +31.5% | +52.6% | +60.6% |
| 10Y | +185.4% | +138.2% | +47.2% | +89.5% |
| All | +4,246.7% | +3,398.4% | +848.3% | +643.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling