+81.6%
KO vs IT
-45.8%
+127.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.1% | -12.7% | +11.6% | -0.2% |
| 30D | +1.6% | -8.9% | +10.5% | +2.2% |
| 3M | +5.8% | +10.1% | -4.4% | +4.5% |
| 6M | +14.3% | +7.3% | +7.0% | +12.9% |
| YTD | +27.3% | -32.4% | +59.7% | +30.2% |
| 1Y | +33.2% | -26.6% | +59.8% | +34.8% |
| 3Y | +64.5% | -51.8% | +116.3% | +70.4% |
| All | +81.6% | -45.8% | +127.4% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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