+62.4%
KO vs MA
+38.6%
+23.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.8% | -3.5% | +2.7% | 0.0% |
| 30D | +0.8% | +0.8% | 0.0% | +0.6% |
| 3M | +8.3% | +14.8% | -6.5% | +5.5% |
| 6M | +14.0% | +10.0% | +4.0% | +11.8% |
| YTD | +26.9% | -0.1% | +27.0% | +26.9% |
| 1Y | +32.7% | -2.2% | +34.9% | +33.2% |
| All | +62.4% | +38.6% | +23.8% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 3y: compounded portfolio wealth divided by compounded MA 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…
3y analysis · Full analysis span regression · 6 months rolling