+163.0%
KO vs PR
+169.5%
-6.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -1.8% | +2.9% | -4.7% | -1.8% |
| 30D | +1.4% | +18.0% | -16.6% | +1.2% |
| 3M | +15.4% | +16.9% | -1.5% | +15.1% |
| 6M | +14.3% | +28.2% | -13.9% | +13.8% |
| YTD | +27.7% | +69.3% | -41.7% | +26.7% |
| 1Y | +32.7% | +69.5% | -36.8% | +31.7% |
| 3Y | +62.2% | +81.7% | -19.5% | +60.4% |
| 5Y | +80.0% | +422.2% | -342.3% | +74.8% |
| 10Y | +175.6% | +110.4% | +65.3% | +173.7% |
| All | +163.0% | +169.5% | -6.4% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling