+4,224.1%
KO vs PG
+3,937.4%
+286.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.1% | -2.7% | +1.6% | +0.2% |
| 30D | +1.6% | -1.5% | +3.1% | +2.3% |
| 3M | +5.8% | -3.4% | +9.1% | +7.4% |
| 6M | +14.3% | -7.0% | +21.3% | +18.1% |
| YTD | +27.3% | +2.0% | +25.3% | +25.7% |
| 1Y | +33.2% | -6.5% | +39.6% | +37.0% |
| 3Y | +64.5% | +1.2% | +63.3% | +61.8% |
| 5Y | +83.1% | +12.8% | +70.3% | +70.4% |
| 10Y | +183.9% | +117.7% | +66.2% | +91.7% |
| All | +4,224.1% | +3,937.4% | +286.7% | +439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling