+4,210.3%
KO vs JCI
+2,331.2%
+1,879.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -0.8% | +4.1% | -4.9% | -1.3% |
| 30D | +0.8% | -3.8% | +4.6% | +1.3% |
| 3M | +8.3% | -1.6% | +10.0% | +8.2% |
| 6M | +14.0% | +9.5% | +4.5% | +12.0% |
| YTD | +26.9% | +21.7% | +5.2% | +22.6% |
| 1Y | +32.7% | +37.1% | -4.5% | +25.8% |
| 3Y | +63.9% | +165.2% | -101.2% | +39.4% |
| 5Y | +81.7% | +110.3% | -28.6% | +58.3% |
| 10Y | +183.0% | +341.0% | -158.0% | +118.6% |
| All | +4,210.3% | +2,331.2% | +1,879.1% | +1,742.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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