+62.9%
KO vs PANW
+170.9%
-108.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.4% |
| 7D | -1.1% | +2.0% | -3.1% | -1.0% |
| 30D | +1.6% | -11.8% | +13.4% | +1.2% |
| 3M | +5.8% | +28.6% | -22.8% | +6.7% |
| 6M | +14.3% | +104.4% | -90.1% | +16.4% |
| YTD | +27.3% | +83.8% | -56.4% | +29.7% |
| 1Y | +33.2% | +71.5% | -38.4% | +35.7% |
| All | +62.9% | +170.9% | -108.0% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling