+187.4%
KO vs PR
+152.6%
+34.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | +1.7% | -16.4% | +18.1% | +1.9% |
| 30D | +11.5% | -1.9% | +13.4% | +11.5% |
| 3M | +10.8% | +8.0% | +2.9% | +10.7% |
| 6M | +22.3% | +4.1% | +18.2% | +22.1% |
| YTD | +39.5% | +58.7% | -19.2% | +38.5% |
| 1Y | +42.2% | +75.8% | -33.6% | +41.0% |
| 3Y | +83.1% | +73.2% | +9.9% | +81.1% |
| 5Y | +94.8% | +230.1% | -135.3% | +90.2% |
| 10Y | +212.9% | +67.4% | +145.5% | +208.9% |
| All | +187.4% | +152.6% | +34.9% | +184.3% |
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