+96.0%
KO vs PR
+222.5%
-126.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | +1.7% | -16.4% | +18.1% | +2.1% |
| 30D | +11.5% | -1.9% | +13.4% | +11.5% |
| 3M | +10.8% | +8.0% | +2.9% | +10.5% |
| 6M | +22.3% | +4.1% | +18.2% | +22.0% |
| YTD | +39.5% | +58.7% | -19.2% | +37.4% |
| 1Y | +42.2% | +75.8% | -33.6% | +39.7% |
| 3Y | +83.1% | +73.2% | +9.9% | +78.5% |
| All | +96.0% | +222.5% | -126.5% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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