+81.7%
KO vs PAAS
+122.5%
-40.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.0% |
| 7D | -0.8% | +2.6% | -3.4% | -0.8% |
| 30D | +0.8% | +2.5% | -1.7% | +0.7% |
| 3M | +8.3% | +15.1% | -6.7% | +7.9% |
| 6M | +14.0% | -12.1% | +26.1% | +14.3% |
| YTD | +26.9% | +3.1% | +23.8% | +26.2% |
| 1Y | +32.7% | +50.8% | -18.2% | +29.5% |
| 3Y | +63.9% | +259.5% | -195.5% | +49.8% |
| 5Y | +81.7% | +126.3% | -44.6% | +68.6% |
| All | +81.7% | +122.5% | -40.8% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling