+179.3%
KO vs DVA
+187.8%
-8.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.2% | -1.3% | +1.6% | +0.4% |
| 30D | +1.8% | 0.0% | +1.8% | +1.8% |
| 3M | +7.7% | -10.9% | +18.6% | +9.0% |
| 6M | +15.3% | +17.3% | -2.0% | +11.6% |
| YTD | +28.0% | +59.8% | -31.8% | +17.9% |
| 1Y | +34.3% | +36.3% | -2.0% | +26.6% |
| 3Y | +63.8% | +88.6% | -24.8% | +44.0% |
| 5Y | +84.1% | +47.5% | +36.5% | +65.7% |
| All | +179.3% | +187.8% | -8.5% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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