+81.6%
KO vs MDY
+45.1%
+36.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -1.1% | -2.5% | +1.4% | -0.6% |
| 30D | +1.6% | -5.0% | +6.6% | +2.6% |
| 3M | +5.8% | +0.5% | +5.3% | +5.5% |
| 6M | +14.3% | +8.0% | +6.3% | +12.0% |
| YTD | +27.3% | +12.2% | +15.2% | +23.6% |
| 1Y | +33.2% | +14.0% | +19.2% | +28.6% |
| 3Y | +64.5% | +48.2% | +16.3% | +44.4% |
| All | +81.6% | +45.1% | +36.5% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling