+34.3%
KO vs PFE
+20.6%
+13.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +0.2% | -2.6% | +2.8% | +0.7% |
| 30D | +1.8% | +5.4% | -3.5% | +0.9% |
| 3M | +7.7% | +7.8% | -0.1% | +5.8% |
| 6M | +15.3% | +5.0% | +10.2% | +13.6% |
| YTD | +28.0% | +17.1% | +10.9% | +24.0% |
| 1Y | +34.3% | +19.3% | +14.9% | +29.4% |
| All | +34.3% | +20.6% | +13.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 1y: compounded portfolio wealth divided by compounded PFE 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…
1y analysis · Full analysis span regression · 6 months rolling