+113.7%
KO vs PL
+46.3%
+67.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +1.8% | +13.4% | -11.5% | +2.0% |
| 30D | +8.7% | -10.2% | +18.8% | +8.6% |
| 3M | +13.5% | -39.5% | +53.0% | +13.1% |
| 6M | +25.6% | -65.7% | +91.3% | +24.8% |
| YTD | +42.3% | -27.3% | +69.6% | +41.6% |
| 1Y | +39.9% | +15.0% | +24.9% | +39.2% |
| 3Y | +87.5% | +560.8% | -473.3% | +80.6% |
| 5Y | +99.1% | +38.4% | +60.6% | +94.2% |
| All | +113.7% | +46.3% | +67.3% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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