+14.3%
KO vs DUK
-6.2%
+20.5%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | -1.1% | -1.7% | +0.6% | -0.2% |
| 30D | +1.6% | -2.2% | +3.8% | +2.7% |
| 3M | +5.8% | -3.7% | +9.4% | +7.8% |
| 6M | +14.3% | -6.3% | +20.6% | +18.3% |
| All | +14.3% | -6.2% | +20.5% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling