+34.3%
KO vs LLY
+49.2%
-14.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +0.2% | -2.9% | +3.2% | +0.5% |
| 30D | +1.8% | -8.4% | +10.3% | +2.5% |
| 3M | +7.7% | -3.8% | +11.4% | +8.0% |
| 6M | +15.3% | +11.9% | +3.3% | +14.9% |
| YTD | +28.0% | +4.3% | +23.7% | +27.4% |
| 1Y | +34.3% | +48.5% | -14.2% | +33.0% |
| All | +34.3% | +49.2% | -14.9% | +33.0% |
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