+177.9%
KO vs PANW
+1,311.5%
-1,133.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | -1.1% | +2.0% | -3.1% | -1.2% |
| 30D | +1.6% | -11.8% | +13.4% | +2.1% |
| 3M | +5.8% | +28.6% | -22.8% | +3.9% |
| 6M | +14.3% | +104.4% | -90.1% | +8.8% |
| YTD | +27.3% | +83.8% | -56.4% | +21.9% |
| 1Y | +33.2% | +71.5% | -38.4% | +28.1% |
| 3Y | +64.5% | +172.2% | -107.7% | +49.3% |
| 5Y | +83.1% | +332.2% | -249.1% | +55.7% |
| All | +177.9% | +1,311.5% | -1,133.6% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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