+715.8%
KO vs MKTX
+1,443.5%
-727.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.1% | -0.2% | -1.0% | -1.1% |
| 30D | +1.6% | +0.8% | +0.7% | +1.5% |
| 3M | +5.8% | +41.1% | -35.4% | +1.0% |
| 6M | +14.3% | -9.5% | +23.8% | +14.9% |
| YTD | +27.3% | -8.7% | +36.0% | +27.8% |
| 1Y | +33.2% | -10.0% | +43.1% | +33.7% |
| 3Y | +64.5% | -24.6% | +89.1% | +66.5% |
| 5Y | +83.1% | -60.3% | +143.4% | +97.7% |
| 10Y | +183.9% | +5.0% | +178.9% | +166.9% |
| All | +715.8% | +1,443.5% | -727.7% | +400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling