+43.4%
KO vs M
+24.3%
+19.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.8% |
| 7D | +3.7% | +7.0% | -3.3% | +3.5% |
| 30D | +8.1% | +8.9% | -0.8% | +7.9% |
| 3M | +14.2% | +4.5% | +9.7% | +13.9% |
| 6M | +25.2% | +36.2% | -11.0% | +24.5% |
| YTD | +44.7% | +15.1% | +29.6% | +45.6% |
| 1Y | +43.4% | +27.4% | +15.9% | +43.0% |
| All | +43.4% | +24.3% | +19.1% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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