+113.4%
KO vs PCOR
-7.6%
+121.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +3.7% | +3.0% | +0.7% | +3.7% |
| 30D | +8.1% | +38.7% | -30.5% | +7.7% |
| 3M | +14.2% | +24.9% | -10.6% | +13.8% |
| 6M | +25.2% | +68.8% | -43.6% | +24.3% |
| YTD | +44.7% | +6.7% | +38.0% | +44.5% |
| 1Y | +43.4% | +3.0% | +40.4% | +43.2% |
| 3Y | +90.1% | +48.6% | +41.4% | +86.2% |
| 5Y | +103.0% | -12.7% | +115.6% | +96.6% |
| All | +113.4% | -7.6% | +121.0% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling