+33.6%
KO vs PM
+18.5%
+15.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | -1.1% | +1.9% | -3.0% | -1.6% |
| 30D | +1.6% | +1.9% | -0.3% | +1.1% |
| 3M | +5.8% | +4.6% | +1.2% | +4.6% |
| 6M | +14.3% | +11.7% | +2.6% | +11.4% |
| YTD | +27.3% | +20.4% | +7.0% | +22.7% |
| All | +33.6% | +18.5% | +15.0% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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