+392.3%
KO vs MAR
+2,460.4%
-2,068.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +0.8% | -4.7% | +5.4% | +1.7% |
| 3M | +8.3% | -15.6% | +23.9% | +11.7% |
| 6M | +14.0% | +1.2% | +12.8% | +13.4% |
| YTD | +26.9% | +7.5% | +19.4% | +24.5% |
| 1Y | +32.7% | +26.6% | +6.0% | +25.9% |
| 3Y | +63.9% | +66.0% | -2.0% | +45.6% |
| 5Y | +81.7% | +154.1% | -72.4% | +45.6% |
| 10Y | +183.0% | +441.9% | -258.8% | +85.3% |
| All | +392.3% | +2,460.4% | -2,068.1% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling