+82.6%
KO vs O
+15.7%
+66.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +0.2% | -2.9% | +3.1% | +1.4% |
| 30D | +1.8% | -4.5% | +6.3% | +3.7% |
| 3M | +7.7% | -2.6% | +10.3% | +8.9% |
| 6M | +15.3% | -5.6% | +20.9% | +17.8% |
| YTD | +28.0% | +9.3% | +18.7% | +23.8% |
| 1Y | +34.3% | +4.3% | +30.0% | +32.0% |
| 3Y | +63.8% | +27.4% | +36.4% | +49.0% |
| All | +82.6% | +15.7% | +66.8% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling