+81.6%
KO vs DUK
+39.2%
+42.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -1.1% | -1.7% | +0.6% | -0.3% |
| 30D | +1.6% | -2.2% | +3.8% | +2.6% |
| 3M | +5.8% | -3.7% | +9.4% | +7.6% |
| 6M | +14.3% | -6.3% | +20.6% | +17.8% |
| YTD | +27.3% | +4.5% | +22.8% | +24.3% |
| 1Y | +33.2% | +1.8% | +31.4% | +31.4% |
| 3Y | +64.5% | +46.8% | +17.7% | +35.6% |
| All | +81.6% | +39.2% | +42.4% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 5y: compounded portfolio wealth divided by compounded DUK 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…
5y analysis · Full analysis span regression · 6 months rolling