+62.9%
KO vs MKC
-31.7%
+94.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | -1.1% | -2.8% | +1.7% | -0.3% |
| 30D | +1.6% | -3.4% | +4.9% | +2.5% |
| 3M | +5.8% | +3.8% | +2.0% | +4.6% |
| 6M | +14.3% | -17.9% | +32.2% | +20.2% |
| YTD | +27.3% | -23.6% | +50.9% | +36.3% |
| 1Y | +33.2% | -23.1% | +56.3% | +42.0% |
| All | +62.9% | -31.7% | +94.6% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling