+15.4%
KO vs PATH
+27.5%
-12.2%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.6% | +15.8% | -0.3% |
| 7D | -1.8% | -16.3% | +14.5% | -1.2% |
| 30D | +1.4% | +9.9% | -8.5% | +0.7% |
| 3M | +15.4% | +30.2% | -14.8% | +12.3% |
| All | +15.4% | +27.5% | -12.2% | +12.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling