+62.9%
KO vs IBM
+72.8%
-9.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +1.6% | -1.8% | +3.4% | +1.6% |
| 3M | +5.8% | -13.5% | +19.2% | +6.0% |
| 6M | +14.3% | -5.1% | +19.4% | +13.8% |
| YTD | +27.3% | -19.4% | +46.7% | +28.2% |
| 1Y | +33.2% | -6.5% | +39.7% | +31.4% |
| All | +62.9% | +72.8% | -9.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling