+4,235.9%
KO vs PPL
+2,096.5%
+2,139.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.8% | +2.7% | -4.4% | -2.7% |
| 30D | +1.4% | +0.5% | +1.0% | +1.2% |
| 3M | +15.4% | +0.7% | +14.7% | +15.1% |
| 6M | +14.3% | -7.6% | +21.9% | +17.2% |
| YTD | +27.7% | +1.8% | +25.8% | +26.5% |
| 1Y | +32.7% | -0.8% | +33.4% | +32.5% |
| 3Y | +62.2% | +56.9% | +5.3% | +37.9% |
| 5Y | +80.0% | +39.5% | +40.5% | +58.3% |
| 10Y | +175.6% | +55.4% | +120.2% | +128.1% |
| All | +4,235.9% | +2,096.5% | +2,139.5% | +1,100.6% |
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