+4,235.9%
KO vs PEP
+3,172.7%
+1,063.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.5% |
| 7D | -1.8% | -1.4% | -0.4% | -1.0% |
| 30D | +1.4% | +0.2% | +1.2% | +1.3% |
| 3M | +15.4% | -1.1% | +16.5% | +16.0% |
| 6M | +14.3% | -13.5% | +27.8% | +23.1% |
| YTD | +27.7% | -1.2% | +28.8% | +28.0% |
| 1Y | +32.7% | -1.6% | +34.2% | +33.0% |
| 3Y | +62.2% | -12.5% | +74.7% | +71.3% |
| 5Y | +80.0% | +3.0% | +77.0% | +74.6% |
| 10Y | +175.6% | +73.9% | +101.7% | +103.6% |
| All | +4,235.9% | +3,172.7% | +1,063.2% | +458.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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