+2,228.4%
KO vs M
+439.9%
+1,788.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +1.8% | -3.3% | +5.2% | +2.2% |
| 30D | +8.7% | +8.1% | +0.6% | +7.6% |
| 3M | +13.5% | +2.2% | +11.3% | +12.9% |
| 6M | +25.6% | +35.1% | -9.5% | +20.6% |
| YTD | +42.3% | +15.8% | +26.4% | +38.6% |
| 1Y | +39.9% | +25.8% | +14.0% | +34.8% |
| 3Y | +87.5% | +156.2% | -68.7% | +60.3% |
| 5Y | +99.1% | -2.4% | +101.4% | +84.4% |
| 10Y | +224.2% | -7.1% | +231.3% | +168.0% |
| All | +2,228.4% | +439.9% | +1,788.5% | +1,151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling