+81.6%
KO vs DVA
+46.6%
+35.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +1.6% | +1.7% | -0.1% | +1.4% |
| 3M | +5.8% | -8.7% | +14.4% | +6.3% |
| 6M | +14.3% | +19.7% | -5.4% | +12.1% |
| YTD | +27.3% | +59.6% | -32.3% | +21.6% |
| 1Y | +33.2% | +37.1% | -3.9% | +28.7% |
| 3Y | +64.5% | +89.8% | -25.3% | +54.4% |
| All | +81.6% | +46.6% | +35.0% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling