+1,187.3%
KO vs PAAS
+1,235.6%
-48.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.8% |
| 7D | -1.8% | -2.9% | +1.1% | -1.7% |
| 30D | +1.4% | +6.8% | -5.4% | +1.2% |
| 3M | +15.4% | -2.9% | +18.3% | +15.3% |
| 6M | +14.3% | -16.4% | +30.7% | +14.6% |
| YTD | +27.7% | 0.0% | +27.6% | +27.1% |
| 1Y | +32.7% | +54.3% | -21.6% | +30.0% |
| 3Y | +62.2% | +230.7% | -168.5% | +53.7% |
| 5Y | +80.0% | +111.6% | -31.6% | +72.0% |
| 10Y | +175.6% | +211.7% | -36.1% | +156.2% |
| All | +1,187.3% | +1,235.6% | -48.3% | +1,087.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling