+32.7%
KO vs IBM
-1.8%
+34.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | +1.4% | +0.3% | +1.2% | +1.4% |
| 3M | +15.4% | -21.6% | +37.0% | +14.0% |
| 6M | +14.3% | -4.7% | +19.0% | +14.7% |
| YTD | +27.7% | -19.1% | +46.7% | +27.0% |
| 1Y | +32.7% | -2.5% | +35.2% | +34.8% |
| All | +32.7% | -1.8% | +34.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling