+435.5%
KO vs PM
+752.6%
-317.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | 0.0% |
| 7D | -1.8% | -4.9% | +3.1% | +0.3% |
| 30D | +1.4% | -3.4% | +4.8% | +2.8% |
| 3M | +15.4% | +5.2% | +10.2% | +12.7% |
| 6M | +14.3% | +3.7% | +10.6% | +11.6% |
| YTD | +27.7% | +15.8% | +11.9% | +18.8% |
| 1Y | +32.7% | +17.4% | +15.3% | +22.2% |
| 3Y | +62.2% | +116.9% | -54.7% | +11.8% |
| 5Y | +80.0% | +117.3% | -37.3% | +22.3% |
| 10Y | +175.6% | +193.8% | -18.1% | +55.5% |
| All | +435.5% | +752.6% | -317.2% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling