+39.9%
KO vs PATH
-8.1%
+48.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.7% |
| 6M | +23.3% | +30.9% | -7.6% | +25.9% |
| YTD | +42.1% | -20.1% | +62.2% | +42.1% |
| 1Y | +39.9% | -8.1% | +48.0% | +39.6% |
| All | +39.9% | -8.1% | +48.0% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling