+4,224.1%
KO vs OMC
+5,772.0%
-1,547.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | 0.0% |
| 7D | -1.1% | -6.2% | +5.1% | +0.2% |
| 30D | +1.6% | -7.6% | +9.1% | +3.1% |
| 3M | +5.8% | +7.4% | -1.6% | +4.0% |
| 6M | +14.3% | +0.1% | +14.1% | +13.8% |
| YTD | +27.3% | +0.4% | +26.9% | +25.8% |
| 1Y | +33.2% | +7.8% | +25.4% | +29.3% |
| 3Y | +64.5% | +11.8% | +52.6% | +56.0% |
| 5Y | +83.1% | +32.5% | +50.7% | +64.6% |
| 10Y | +183.9% | +34.2% | +149.7% | +147.0% |
| All | +4,224.1% | +5,772.0% | -1,547.9% | +1,755.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling