+4,224.1%
KO vs DUK
+2,534.2%
+1,689.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -1.1% | -1.7% | +0.6% | -0.5% |
| 30D | +1.6% | -2.2% | +3.8% | +2.4% |
| 3M | +5.8% | -3.7% | +9.4% | +7.2% |
| 6M | +14.3% | -6.3% | +20.6% | +17.0% |
| YTD | +27.3% | +4.5% | +22.8% | +25.1% |
| 1Y | +33.2% | +1.8% | +31.4% | +32.0% |
| 3Y | +64.5% | +46.8% | +17.7% | +42.0% |
| 5Y | +83.1% | +40.2% | +42.9% | +60.0% |
| 10Y | +183.9% | +129.8% | +54.1% | +108.2% |
| All | +4,224.1% | +2,534.2% | +1,689.9% | +795.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling