+33.6%
KO vs O
+5.5%
+28.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -1.1% | -3.5% | +2.4% | +0.6% |
| 30D | +1.6% | -3.3% | +4.9% | +3.2% |
| 3M | +5.8% | -2.8% | +8.6% | +7.4% |
| 6M | +14.3% | -5.8% | +20.0% | +16.9% |
| YTD | +27.3% | +9.4% | +17.9% | +27.1% |
| All | +33.6% | +5.5% | +28.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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