+81.6%
KO vs OXY
+158.8%
-77.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | +1.4% | -2.5% | -1.2% |
| 30D | +1.6% | +4.0% | -2.5% | +1.4% |
| 3M | +5.8% | +7.6% | -1.9% | +5.4% |
| 6M | +14.3% | +16.2% | -1.9% | +13.3% |
| YTD | +27.3% | +50.8% | -23.5% | +24.6% |
| 1Y | +33.2% | +34.7% | -1.5% | +30.9% |
| 3Y | +64.5% | -1.0% | +65.5% | +63.5% |
| All | +81.6% | +158.8% | -77.2% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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