+4,246.7%
KO vs PNR
+3,426.6%
+820.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.2% | -6.0% | +6.3% | +1.3% |
| 30D | +1.8% | -14.0% | +15.8% | +4.5% |
| 3M | +7.7% | -21.7% | +29.4% | +12.0% |
| 6M | +15.3% | -37.3% | +52.5% | +24.3% |
| YTD | +28.0% | -45.1% | +73.1% | +40.9% |
| 1Y | +34.3% | -49.1% | +83.4% | +49.7% |
| 3Y | +63.8% | -14.8% | +78.6% | +63.8% |
| 5Y | +84.1% | -21.0% | +105.1% | +84.0% |
| 10Y | +185.4% | +64.7% | +120.7% | +144.0% |
| All | +4,246.7% | +3,426.6% | +820.1% | +2,080.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling