+177.9%
KO vs PEG
+148.3%
+29.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.1% | -0.9% | -0.2% | -0.7% |
| 30D | +1.6% | -2.8% | +4.3% | +2.7% |
| 3M | +5.8% | -6.9% | +12.7% | +8.9% |
| 6M | +14.3% | -11.4% | +25.7% | +20.0% |
| YTD | +27.3% | -7.4% | +34.7% | +30.9% |
| 1Y | +33.2% | -8.3% | +41.4% | +37.1% |
| 3Y | +64.5% | +31.5% | +32.9% | +39.1% |
| 5Y | +83.1% | +38.0% | +45.2% | +49.3% |
| All | +177.9% | +148.3% | +29.6% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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