+177.9%
KO vs IBM
+139.1%
+38.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.9% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +1.6% | -1.8% | +3.4% | +1.9% |
| 3M | +5.8% | -13.5% | +19.2% | +7.9% |
| 6M | +14.3% | -5.1% | +19.4% | +12.2% |
| YTD | +27.3% | -19.4% | +46.7% | +29.8% |
| 1Y | +33.2% | -6.5% | +39.7% | +28.7% |
| 3Y | +64.5% | +73.8% | -9.3% | +23.1% |
| 5Y | +83.1% | +116.3% | -33.2% | +24.0% |
| All | +177.9% | +139.1% | +38.8% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling