+90.1%
KO vs P
+197.6%
-107.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.7% |
| 7D | +3.7% | +11.6% | -7.9% | +4.6% |
| 30D | +8.1% | -23.7% | +31.8% | +6.4% |
| 3M | +14.2% | -8.0% | +22.2% | +14.1% |
| 6M | +25.2% | +27.9% | -2.7% | +29.1% |
| YTD | +44.7% | +61.2% | -16.4% | +52.0% |
| 1Y | +43.4% | +28.6% | +14.7% | +49.2% |
| 3Y | +90.1% | +200.5% | -110.4% | +108.6% |
| All | +90.1% | +197.6% | -107.5% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling