+81.6%
KO vs LYV
+93.3%
-11.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.1% | -4.2% | +3.1% | -0.8% |
| 30D | +1.6% | -7.2% | +8.8% | +2.1% |
| 3M | +5.8% | +1.5% | +4.2% | +5.6% |
| 6M | +14.3% | +2.7% | +11.5% | +14.0% |
| YTD | +27.3% | +19.4% | +8.0% | +25.7% |
| 1Y | +33.2% | -0.5% | +33.7% | +32.9% |
| 3Y | +64.5% | +110.1% | -45.7% | +54.2% |
| All | +81.6% | +93.3% | -11.7% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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