+32.7%
KO vs LLY
+57.1%
-24.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -1.8% | -2.1% | +0.4% | -1.6% |
| 30D | +1.4% | -1.6% | +3.0% | +1.6% |
| 3M | +15.4% | +2.3% | +13.1% | +15.4% |
| 6M | +14.3% | +14.9% | -0.6% | +13.7% |
| YTD | +27.7% | +7.5% | +20.2% | +26.8% |
| 1Y | +32.7% | +55.7% | -23.0% | +30.7% |
| All | +32.7% | +57.1% | -24.4% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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