+4,210.3%
KO vs LEN
+10,174.6%
-5,964.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -0.8% | -3.4% | +2.6% | -0.4% |
| 30D | +0.8% | -5.7% | +6.4% | +1.4% |
| 3M | +8.3% | -12.2% | +20.6% | +9.7% |
| 6M | +14.0% | -18.3% | +32.3% | +16.1% |
| YTD | +26.9% | -20.2% | +47.1% | +29.4% |
| 1Y | +32.7% | -40.1% | +72.7% | +39.4% |
| 3Y | +63.9% | -26.2% | +90.1% | +66.5% |
| 5Y | +81.7% | -9.8% | +91.5% | +78.5% |
| 10Y | +183.0% | +109.1% | +73.9% | +146.9% |
| All | +4,210.3% | +10,174.6% | -5,964.3% | +2,288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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