+4,699.6%
KO vs PPL
+2,153.2%
+2,546.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +10.1% | +4.3% | +5.8% | +8.5% |
| 3M | +12.2% | +2.9% | +9.3% | +11.0% |
| 6M | +25.1% | +1.1% | +24.0% | +24.5% |
| YTD | +41.3% | +4.5% | +36.9% | +38.7% |
| 1Y | +41.1% | +0.1% | +41.0% | +40.5% |
| 3Y | +86.3% | +55.7% | +30.6% | +58.8% |
| 5Y | +97.8% | +47.6% | +50.2% | +70.6% |
| 10Y | +222.7% | +66.8% | +155.9% | +161.2% |
| All | +4,699.6% | +2,153.2% | +2,546.4% | +1,216.9% |
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