+105.9%
KO vs PATH
-80.2%
+186.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | -5.3% | +7.0% | +1.7% |
| 30D | +11.5% | -0.5% | +12.0% | +11.5% |
| 3M | +10.8% | -7.1% | +18.0% | +10.8% |
| 6M | +22.3% | +23.8% | -1.6% | +22.1% |
| YTD | +39.5% | -20.7% | +60.2% | +39.8% |
| 1Y | +42.2% | -8.1% | +50.3% | +42.1% |
| 3Y | +83.1% | -21.8% | +104.9% | +82.2% |
| 5Y | +94.8% | -76.8% | +171.7% | +86.3% |
| All | +105.9% | -80.2% | +186.0% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling