+96.6%
KO vs PCOR
-19.6%
+116.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.7% | +22.7% | -21.0% | +1.4% |
| 30D | +11.5% | +37.5% | -26.0% | +11.0% |
| 3M | +10.8% | +35.2% | -24.4% | +10.4% |
| 6M | +22.3% | +42.2% | -20.0% | +21.5% |
| YTD | +39.5% | +3.6% | +35.9% | +39.3% |
| 1Y | +42.2% | -4.8% | +47.0% | +42.2% |
| 3Y | +83.1% | +48.3% | +34.7% | +78.8% |
| All | +96.6% | -19.6% | +116.3% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling