+109.7%
KO vs PATH
-80.0%
+189.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.8% | +0.7% | +1.1% | +1.8% |
| 30D | +8.1% | -1.1% | +9.3% | +8.1% |
| 3M | +13.0% | -14.2% | +27.2% | +13.1% |
| 6M | +23.3% | +30.9% | -7.6% | +23.1% |
| YTD | +42.1% | -20.1% | +62.2% | +42.3% |
| 1Y | +39.9% | -8.1% | +48.0% | +39.8% |
| 3Y | +87.3% | -24.3% | +111.6% | +86.6% |
| 5Y | +99.3% | -75.6% | +174.9% | +90.8% |
| All | +109.7% | -80.0% | +189.7% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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