+106.0%
KO vs PATH
-80.1%
+186.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | -0.1% |
| 7D | +3.1% | -5.6% | +8.7% | +3.2% |
| 30D | +11.1% | -0.7% | +11.8% | +11.1% |
| 3M | +10.9% | -5.9% | +16.8% | +10.9% |
| 6M | +23.5% | +21.6% | +1.9% | +23.3% |
| YTD | +39.6% | -20.6% | +60.2% | +39.8% |
| 1Y | +43.4% | -10.6% | +54.0% | +43.4% |
| 3Y | +83.9% | -24.9% | +108.8% | +83.3% |
| 5Y | +95.0% | -76.8% | +171.8% | +86.4% |
| All | +106.0% | -80.1% | +186.1% | +97.2% |
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