+4,210.3%
KO vs MTB
+8,229.7%
-4,019.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | +0.8% | -4.6% | +5.4% | +1.7% |
| 3M | +8.3% | +6.3% | +2.1% | +7.0% |
| 6M | +14.0% | +15.6% | -1.6% | +10.6% |
| YTD | +26.9% | +20.6% | +6.4% | +21.9% |
| 1Y | +32.7% | +22.5% | +10.1% | +26.9% |
| 3Y | +63.9% | +114.4% | -50.5% | +37.2% |
| 5Y | +81.7% | +101.9% | -20.2% | +50.6% |
| 10Y | +183.0% | +170.4% | +12.6% | +110.9% |
| All | +4,210.3% | +8,229.7% | -4,019.4% | +1,325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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