+43.2%
KO vs PNR
-31.2%
+74.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.9% |
| 7D | +4.4% | +11.9% | -7.5% | +3.9% |
| 30D | +10.7% | +37.1% | -26.4% | +9.0% |
| 3M | +11.3% | +5.7% | +5.6% | +11.2% |
| 6M | +24.0% | -5.7% | +29.7% | +23.4% |
| YTD | +39.7% | -29.8% | +69.5% | +37.0% |
| 1Y | +43.2% | -31.8% | +75.0% | +41.7% |
| All | +43.2% | -31.2% | +74.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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