+43.2%
KO vs MDY
+17.5%
+25.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +4.4% | +1.7% | +2.7% | +4.6% |
| 30D | +10.7% | +1.2% | +9.5% | +10.9% |
| 3M | +11.3% | -3.5% | +14.8% | +10.9% |
| 6M | +24.0% | +3.5% | +20.5% | +23.9% |
| YTD | +39.7% | +13.6% | +26.1% | +38.1% |
| 1Y | +43.2% | +17.1% | +26.2% | +39.2% |
| All | +43.2% | +17.5% | +25.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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