+4,224.1%
KO vs PPG
+2,572.2%
+1,651.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | -1.1% | -5.1% | +4.0% | +0.3% |
| 30D | +1.6% | -9.6% | +11.1% | +4.4% |
| 3M | +5.8% | -6.4% | +12.2% | +7.3% |
| 6M | +14.3% | +0.5% | +13.8% | +13.0% |
| YTD | +27.3% | +4.4% | +22.9% | +24.2% |
| 1Y | +33.2% | -0.9% | +34.1% | +31.6% |
| 3Y | +64.5% | -17.0% | +81.4% | +68.3% |
| 5Y | +83.1% | -23.7% | +106.8% | +88.1% |
| 10Y | +183.9% | +25.9% | +158.0% | +143.1% |
| All | +4,224.1% | +2,572.2% | +1,651.9% | +1,208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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