+81.7%
KO vs P
+274.2%
-192.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -1.1% |
| 7D | -0.8% | +5.0% | -5.8% | -0.6% |
| 30D | +0.8% | -0.9% | +1.7% | +0.8% |
| 3M | +8.3% | +38.7% | -30.3% | +9.9% |
| 6M | +14.0% | +54.4% | -40.3% | +16.1% |
| YTD | +26.9% | +44.8% | -17.9% | +29.2% |
| 1Y | +32.7% | +22.5% | +10.1% | +34.7% |
| 3Y | +63.9% | +148.2% | -84.3% | +64.1% |
| 5Y | +81.7% | +268.9% | -187.2% | +77.6% |
| All | +81.7% | +274.2% | -192.5% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling