+183.0%
KO vs PPL
+52.7%
+130.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +0.8% | -1.3% | +2.0% | +1.3% |
| 3M | +8.3% | -2.6% | +10.9% | +9.5% |
| 6M | +14.0% | -8.4% | +22.4% | +18.3% |
| YTD | +26.9% | +0.2% | +26.7% | +26.2% |
| 1Y | +32.7% | -0.2% | +32.9% | +31.9% |
| 3Y | +63.9% | +52.9% | +11.0% | +33.0% |
| 5Y | +81.7% | +36.8% | +44.9% | +53.7% |
| 10Y | +183.0% | +57.6% | +125.4% | +114.3% |
| All | +183.0% | +52.7% | +130.3% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling