+14.3%
KO vs OMC
-3.6%
+17.9%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | 0.0% |
| 7D | -1.1% | -6.2% | +5.1% | +0.1% |
| 30D | +1.6% | -7.6% | +9.1% | +3.1% |
| 3M | +5.8% | +7.4% | -1.6% | +5.9% |
| 6M | +14.3% | +0.1% | +14.1% | +16.8% |
| All | +14.3% | -3.6% | +17.9% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling