+4,210.3%
KO vs PSA
+13,835.3%
-9,624.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | -0.8% | -2.2% | +1.5% | -0.3% |
| 30D | +0.8% | -9.6% | +10.3% | +2.8% |
| 3M | +8.3% | -7.9% | +16.2% | +10.1% |
| 6M | +14.0% | -2.0% | +16.0% | +14.3% |
| YTD | +26.9% | +15.7% | +11.2% | +23.0% |
| 1Y | +32.7% | +5.8% | +26.9% | +30.7% |
| 3Y | +63.9% | +21.6% | +42.4% | +56.1% |
| 5Y | +81.7% | +13.1% | +68.6% | +74.2% |
| 10Y | +183.0% | +101.3% | +81.8% | +141.6% |
| All | +4,210.3% | +13,835.3% | -9,624.9% | +2,224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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