+108.5%
KO vs PATH
-80.4%
+188.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | +2.2% | -2.3% | +4.5% | +2.2% |
| 30D | +10.1% | -4.8% | +14.9% | +10.1% |
| 3M | +12.2% | -17.7% | +29.9% | +12.3% |
| 6M | +25.1% | +18.9% | +6.2% | +25.0% |
| YTD | +41.3% | -21.7% | +63.0% | +41.6% |
| 1Y | +41.1% | -9.6% | +50.7% | +41.0% |
| 3Y | +86.3% | -25.8% | +112.1% | +85.6% |
| 5Y | +97.8% | -77.1% | +174.9% | +89.2% |
| All | +108.5% | -80.4% | +188.9% | +99.7% |
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