+88.4%
KO vs PATH
-76.8%
+165.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.6% | +15.8% | -0.8% |
| 7D | -1.8% | -16.3% | +14.5% | -1.7% |
| 30D | +1.4% | +9.9% | -8.5% | +1.4% |
| 3M | +15.4% | +30.2% | -14.8% | +15.2% |
| 6M | +14.3% | +37.2% | -22.9% | +14.0% |
| YTD | +27.7% | -7.3% | +35.0% | +27.8% |
| 1Y | +32.7% | +40.0% | -7.3% | +31.9% |
| 3Y | +62.2% | -4.4% | +66.6% | +61.1% |
| 5Y | +80.0% | -76.0% | +156.0% | +71.4% |
| All | +88.4% | -76.8% | +165.2% | +80.3% |
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 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