+200.6%
KO vs P
+485.4%
-284.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -1.8% | +6.5% | -8.3% | -2.0% |
| 30D | +1.4% | +18.8% | -17.4% | +0.8% |
| 3M | +15.4% | +26.7% | -11.4% | +14.3% |
| 6M | +14.3% | +62.2% | -47.9% | +12.0% |
| YTD | +27.7% | +48.5% | -20.8% | +25.3% |
| 1Y | +32.7% | +26.4% | +6.3% | +30.5% |
| 3Y | +62.2% | +159.4% | -97.2% | +48.9% |
| 5Y | +80.0% | +275.8% | -195.8% | +57.8% |
| 10Y | +175.6% | +732.0% | -556.4% | +118.6% |
| All | +200.6% | +485.4% | -284.7% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling