+500.0%
KO vs PBR
+1,916.3%
-1,416.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | +0.1% |
| 7D | -1.1% | +4.2% | -5.3% | -1.6% |
| 30D | +1.6% | +22.7% | -21.2% | -0.9% |
| 3M | +5.8% | +21.5% | -15.8% | +3.2% |
| 6M | +14.3% | +24.0% | -9.7% | +11.0% |
| YTD | +27.3% | +88.2% | -60.9% | +17.7% |
| 1Y | +33.2% | +74.8% | -41.6% | +24.0% |
| 3Y | +64.5% | +105.1% | -40.7% | +48.7% |
| 5Y | +83.1% | +572.2% | -489.1% | +40.2% |
| 10Y | +183.9% | +692.7% | -508.8% | +97.2% |
| All | +500.0% | +1,916.3% | -1,416.4% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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