+1,206.8%
KO vs MDY
+2,615.3%
-1,408.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.5% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | +0.8% | -3.9% | +4.6% | +2.4% |
| 3M | +8.3% | 0.0% | +8.4% | +8.1% |
| 6M | +14.0% | +8.5% | +5.5% | +9.8% |
| YTD | +26.9% | +13.2% | +13.7% | +19.8% |
| 1Y | +32.7% | +15.0% | +17.6% | +24.2% |
| 3Y | +63.9% | +49.6% | +14.4% | +34.6% |
| 5Y | +81.7% | +46.0% | +35.7% | +48.5% |
| 10Y | +183.0% | +176.4% | +6.7% | +71.3% |
| All | +1,206.8% | +2,615.3% | -1,408.5% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling