+177.9%
KO vs PAAS
+232.4%
-54.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.5% |
| 7D | -1.1% | -3.7% | +2.6% | -0.9% |
| 30D | +1.6% | -1.9% | +3.4% | +1.6% |
| 3M | +5.8% | +15.1% | -9.3% | +4.9% |
| 6M | +14.3% | -17.1% | +31.4% | +14.9% |
| YTD | +27.3% | -1.3% | +28.6% | +26.5% |
| 1Y | +33.2% | +41.1% | -7.9% | +29.3% |
| 3Y | +64.5% | +244.2% | -179.7% | +48.8% |
| 5Y | +83.1% | +120.8% | -37.7% | +68.4% |
| All | +177.9% | +232.4% | -54.5% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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