+4,250.2%
KO vs IBM
+2,468.8%
+1,781.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +1.5% | -1.5% | +3.0% | +1.8% |
| 3M | +11.8% | -16.8% | +28.6% | +14.8% |
| 6M | +16.2% | -9.0% | +25.3% | +16.0% |
| YTD | +28.1% | -20.1% | +48.1% | +30.5% |
| 1Y | +34.8% | -7.0% | +41.8% | +32.4% |
| 3Y | +65.5% | +72.4% | -6.9% | +39.3% |
| 5Y | +81.6% | +112.0% | -30.4% | +45.0% |
| 10Y | +176.7% | +131.6% | +45.2% | +112.8% |
| All | +4,250.2% | +2,468.8% | +1,781.4% | +1,956.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling