+81.6%
KO vs OMC
+31.2%
+50.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.2% |
| 7D | -1.1% | -6.2% | +5.1% | -0.4% |
| 30D | +1.6% | -7.6% | +9.1% | +2.4% |
| 3M | +5.8% | +7.4% | -1.6% | +5.0% |
| 6M | +14.3% | +0.1% | +14.1% | +14.2% |
| YTD | +27.3% | +0.4% | +26.9% | +27.0% |
| 1Y | +33.2% | +7.8% | +25.4% | +31.4% |
| 3Y | +64.5% | +11.8% | +52.6% | +59.2% |
| All | +81.6% | +31.2% | +50.4% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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