+39.8%
KO vs PATH
-10.8%
+50.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +0.2% | -2.7% | +2.9% | +0.1% |
| 30D | +9.1% | -3.7% | +12.8% | +8.9% |
| 3M | +11.0% | -13.8% | +24.7% | +10.7% |
| 6M | +24.0% | +20.3% | +3.7% | +25.9% |
| YTD | +40.0% | -20.8% | +60.8% | +40.1% |
| All | +39.8% | -10.8% | +50.6% | +40.0% |
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