+34.8%
KO vs PL
+131.1%
-96.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.2% |
| 7D | +0.4% | -7.5% | +7.9% | 0.0% |
| 30D | +1.5% | -25.6% | +27.1% | +0.1% |
| 3M | +11.8% | -45.6% | +57.4% | +9.1% |
| 6M | +16.2% | -29.5% | +45.8% | +15.4% |
| YTD | +28.1% | -9.7% | +37.8% | +29.1% |
| 1Y | +34.8% | +84.4% | -49.6% | +37.0% |
| All | +34.8% | +131.1% | -96.4% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling