+23.3%
KO vs LII
-32.8%
+56.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +8.1% | -0.6% | +8.7% | +8.1% |
| 3M | +13.0% | -17.0% | +30.0% | +12.2% |
| 6M | +23.3% | -31.1% | +54.4% | +23.1% |
| All | +23.3% | -32.8% | +56.1% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 6mo: compounded portfolio wealth divided by compounded LII 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…
6mo analysis · Full analysis span regression · 6 months rolling