+43.2%
KO vs MAR
+62.0%
-18.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.8% |
| 7D | +4.4% | +7.7% | -3.3% | +3.5% |
| 30D | +10.7% | +19.4% | -8.6% | +8.5% |
| 3M | +11.3% | +23.3% | -12.0% | +8.7% |
| 6M | +24.0% | +22.8% | +1.2% | +21.4% |
| YTD | +39.7% | +37.8% | +1.9% | +34.8% |
| 1Y | +43.2% | +57.4% | -14.1% | +33.4% |
| All | +43.2% | +62.0% | -18.8% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling