+177.9%
KO vs P
+684.8%
-507.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +0.4% |
| 7D | -1.1% | -4.1% | +3.0% | -1.0% |
| 30D | +1.6% | -14.0% | +15.5% | +1.9% |
| 3M | +5.8% | +41.4% | -35.7% | +4.5% |
| 6M | +14.3% | +54.2% | -39.9% | +12.3% |
| YTD | +27.3% | +40.4% | -13.1% | +25.3% |
| 1Y | +33.2% | +16.0% | +17.2% | +31.5% |
| 3Y | +64.5% | +140.7% | -76.2% | +51.5% |
| 5Y | +83.1% | +256.3% | -173.2% | +60.2% |
| All | +177.9% | +684.8% | -507.0% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling