+1,431.1%
KO vs O
+5,285.6%
-3,854.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -0.8% | -2.3% | +1.5% | -0.2% |
| 30D | +0.8% | -2.4% | +3.2% | +1.4% |
| 3M | +8.3% | -0.6% | +8.9% | +8.5% |
| 6M | +14.0% | -5.0% | +19.0% | +15.5% |
| YTD | +26.9% | +10.4% | +16.5% | +23.9% |
| 1Y | +32.7% | +6.6% | +26.1% | +30.6% |
| 3Y | +63.9% | +28.4% | +35.6% | +53.7% |
| 5Y | +81.7% | +15.3% | +66.4% | +74.0% |
| 10Y | +183.0% | +55.3% | +127.7% | +147.2% |
| All | +1,431.1% | +5,285.6% | -3,854.5% | +581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling