+43.2%
KO vs LIN
+27.8%
+15.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.4% |
| 7D | +4.4% | +3.3% | +1.2% | +3.6% |
| 30D | +10.7% | +8.8% | +2.0% | +8.6% |
| 3M | +11.3% | +8.6% | +2.7% | +9.2% |
| 6M | +24.0% | +7.0% | +17.0% | +22.3% |
| YTD | +39.7% | +24.3% | +15.4% | +35.1% |
| 1Y | +43.2% | +27.3% | +16.0% | +40.7% |
| All | +43.2% | +27.8% | +15.4% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 1y: compounded portfolio wealth divided by compounded LIN 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…
1y analysis · Full analysis span regression · 6 months rolling