+112.2%
KO vs PL
+45.6%
+66.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +2.2% | +5.6% | -3.4% | +2.3% |
| 30D | +10.1% | -16.9% | +27.0% | +9.9% |
| 3M | +12.2% | -38.2% | +50.4% | +11.8% |
| 6M | +25.1% | -63.4% | +88.6% | +24.4% |
| YTD | +41.3% | -27.6% | +69.0% | +40.6% |
| 1Y | +41.1% | +6.6% | +34.5% | +40.4% |
| 3Y | +86.3% | +557.6% | -471.3% | +79.4% |
| 5Y | +97.8% | +39.5% | +58.3% | +92.9% |
| All | +112.2% | +45.6% | +66.6% | +106.3% |
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