+716.7%
KO vs MA
+17,834.5%
-17,117.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | +8.1% | +7.9% | +0.2% | +6.3% |
| 3M | +13.0% | +16.8% | -3.7% | +9.1% |
| 6M | +23.3% | +31.0% | -7.7% | +16.0% |
| YTD | +42.1% | +15.0% | +27.0% | +37.1% |
| 1Y | +39.9% | +17.0% | +22.9% | +34.4% |
| 3Y | +87.3% | +68.5% | +18.8% | +64.9% |
| 5Y | +99.3% | +85.0% | +14.3% | +69.8% |
| 10Y | +223.8% | +561.3% | -337.5% | +113.8% |
| All | +716.7% | +17,834.5% | -17,117.9% | +264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling