+32.7%
KO vs MKTX
-8.5%
+41.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | +1.4% | +1.1% | +0.3% | +1.4% |
| 3M | +15.4% | +36.1% | -20.7% | +14.2% |
| 6M | +14.3% | -12.9% | +27.1% | +13.5% |
| YTD | +27.7% | -8.5% | +36.2% | +28.2% |
| 1Y | +32.7% | -7.5% | +40.2% | +32.3% |
| All | +32.7% | -8.5% | +41.2% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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