+4,656.0%
KO vs PPL
+2,151.9%
+2,504.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.2% | -1.2% | +1.4% | +0.6% |
| 30D | +9.1% | +4.2% | +4.8% | +7.5% |
| 3M | +11.0% | +1.5% | +9.5% | +10.3% |
| 6M | +24.0% | +1.0% | +22.9% | +23.3% |
| YTD | +40.0% | +4.4% | +35.6% | +37.5% |
| 1Y | +39.7% | +0.8% | +39.0% | +38.8% |
| 3Y | +84.8% | +56.5% | +28.3% | +57.3% |
| 5Y | +96.8% | +47.7% | +49.1% | +69.7% |
| 10Y | +209.7% | +64.4% | +145.3% | +151.8% |
| All | +4,656.0% | +2,151.9% | +2,504.1% | +1,205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling