+34.3%
KO vs MULL
+1,810.7%
-1,776.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | +0.2% | -8.4% | +8.7% | 0.0% |
| 30D | +1.8% | +9.7% | -7.9% | +2.2% |
| 3M | +7.7% | -26.8% | +34.4% | +8.1% |
| 6M | +15.3% | +220.7% | -205.4% | +18.8% |
| YTD | +28.0% | +509.0% | -481.1% | +34.9% |
| 1Y | +34.3% | +1,739.5% | -1,705.3% | +46.4% |
| All | +34.3% | +1,810.7% | -1,776.4% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 2025-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded MULL 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling