+81.6%
KO vs PPL
+39.3%
+42.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.4% | +1.8% | -1.4% | -0.3% |
| 30D | +1.5% | -1.1% | +2.6% | +1.9% |
| 3M | +11.8% | 0.0% | +11.8% | +11.7% |
| 6M | +16.2% | -7.6% | +23.8% | +19.9% |
| YTD | +28.1% | +1.7% | +26.3% | +26.5% |
| 1Y | +34.8% | +1.5% | +33.2% | +33.0% |
| 3Y | +65.5% | +55.3% | +10.2% | +35.3% |
| 5Y | +81.6% | +37.7% | +43.9% | +56.3% |
| All | +81.6% | +39.3% | +42.3% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling