+91.7%
KO vs PL
+84.9%
+6.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.8% |
| 7D | -1.8% | -9.3% | +7.5% | -1.9% |
| 30D | +1.4% | -18.9% | +20.4% | +1.3% |
| 3M | +15.4% | -58.4% | +73.8% | +14.8% |
| 6M | +14.3% | -30.3% | +44.6% | +13.9% |
| YTD | +27.7% | -8.1% | +35.8% | +27.2% |
| 1Y | +32.7% | +180.5% | -147.8% | +31.6% |
| 3Y | +62.2% | +444.1% | -381.9% | +57.7% |
| 5Y | +80.0% | +83.0% | -3.0% | +74.9% |
| All | +91.7% | +84.9% | +6.8% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling