+96.6%
KO vs PL
+20.8%
+75.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.4% | +0.1% |
| 7D | +1.7% | -6.8% | +8.5% | +1.6% |
| 30D | +11.5% | -29.3% | +40.8% | +11.1% |
| 3M | +10.8% | -44.8% | +55.6% | +10.3% |
| 6M | +22.3% | -68.4% | +90.6% | +21.3% |
| YTD | +39.5% | -36.4% | +75.9% | +38.6% |
| 1Y | +42.2% | +0.7% | +41.5% | +41.2% |
| 3Y | +83.1% | +455.3% | -372.2% | +76.2% |
| All | +96.6% | +20.8% | +75.8% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling