+81.6%
KO vs JPM
+152.7%
-71.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -2.3% | +1.2% | -0.8% |
| 30D | +1.6% | -2.3% | +3.9% | +1.9% |
| 3M | +5.8% | +14.9% | -9.1% | +3.8% |
| 6M | +14.3% | +23.6% | -9.4% | +10.9% |
| YTD | +27.3% | +11.3% | +16.0% | +25.3% |
| 1Y | +33.2% | +19.9% | +13.3% | +29.3% |
| 3Y | +64.5% | +162.6% | -98.1% | +33.2% |
| All | +81.6% | +152.7% | -71.1% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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