+1,989.2%
KO vs M
+396.5%
+1,592.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | -1.8% | +4.7% | -6.5% | -2.3% |
| 30D | +1.4% | -9.6% | +11.1% | +2.6% |
| 3M | +15.4% | +0.9% | +14.5% | +15.0% |
| 6M | +14.3% | +22.3% | -8.0% | +11.1% |
| YTD | +27.7% | +6.5% | +21.1% | +25.8% |
| 1Y | +32.7% | +38.8% | -6.1% | +26.5% |
| 3Y | +62.2% | +115.9% | -53.7% | +41.6% |
| 5Y | +80.0% | +28.6% | +51.4% | +59.9% |
| 10Y | +175.6% | -2.5% | +178.2% | +125.7% |
| All | +1,989.2% | +396.5% | +1,592.7% | +1,036.2% |
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