+106.6%
KO vs PATH
-80.2%
+186.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +0.2% | -2.7% | +2.9% | +0.2% |
| 30D | +9.1% | -3.7% | +12.8% | +9.1% |
| 3M | +11.0% | -13.8% | +24.7% | +11.0% |
| 6M | +24.0% | +20.3% | +3.7% | +23.8% |
| YTD | +40.0% | -20.8% | +60.8% | +40.3% |
| 1Y | +39.7% | -9.2% | +49.0% | +39.7% |
| 3Y | +84.8% | -21.8% | +106.5% | +83.9% |
| 5Y | +96.8% | -77.4% | +174.2% | +88.0% |
| All | +106.6% | -80.2% | +186.8% | +97.9% |
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