+633.8%
KO vs MA
+15,793.6%
-15,159.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -1.8% | -2.7% | +0.9% | -1.2% |
| 30D | +1.4% | +1.5% | -0.1% | +1.1% |
| 3M | +15.4% | +20.4% | -5.0% | +10.7% |
| 6M | +14.3% | +11.1% | +3.1% | +11.4% |
| YTD | +27.7% | +2.0% | +25.7% | +26.6% |
| 1Y | +32.7% | -2.2% | +34.8% | +32.7% |
| 3Y | +62.2% | +41.9% | +20.3% | +48.4% |
| 5Y | +80.0% | +75.4% | +4.6% | +55.0% |
| 10Y | +175.6% | +527.5% | -351.9% | +84.9% |
| All | +633.8% | +15,793.6% | -15,159.8% | +236.4% |
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