+81.6%
KO vs PG
+12.2%
+69.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.1% | -2.7% | +1.6% | +0.4% |
| 30D | +1.6% | -1.5% | +3.1% | +2.4% |
| 3M | +5.8% | -3.4% | +9.1% | +7.7% |
| 6M | +14.3% | -7.0% | +21.3% | +18.7% |
| YTD | +27.3% | +2.0% | +25.3% | +25.2% |
| 1Y | +33.2% | -6.5% | +39.6% | +37.6% |
| 3Y | +64.5% | +1.2% | +63.3% | +59.9% |
| All | +81.6% | +12.2% | +69.4% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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