+99.3%
KO vs PATH
-76.9%
+176.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.1% |
| 6M | +23.3% | +30.9% | -7.6% | +22.9% |
| YTD | +42.1% | -20.1% | +62.2% | +42.4% |
| 1Y | +39.9% | -8.1% | +48.0% | +39.8% |
| 3Y | +87.3% | -24.3% | +111.6% | +86.3% |
| 5Y | +99.3% | -75.6% | +174.9% | +88.5% |
| All | +99.3% | -76.9% | +176.1% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling