+83.4%
KO vs LIN
+61.6%
+21.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.5% |
| 7D | -1.8% | -2.1% | +0.3% | -1.1% |
| 30D | +1.4% | -2.4% | +3.9% | +2.2% |
| 3M | +15.4% | -5.6% | +21.0% | +17.3% |
| 6M | +14.3% | -3.4% | +17.7% | +15.2% |
| YTD | +27.7% | +13.1% | +14.6% | +22.4% |
| 1Y | +32.7% | +2.5% | +30.2% | +31.2% |
| 3Y | +62.2% | +27.6% | +34.6% | +48.6% |
| All | +83.4% | +61.6% | +21.9% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling