+363.5%
KO vs PSLV
+108.9%
+254.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.6% |
| 7D | -1.1% | -4.9% | +3.8% | -0.9% |
| 30D | +1.6% | -1.9% | +3.4% | +1.6% |
| 3M | +5.8% | +4.2% | +1.6% | +5.4% |
| 6M | +14.3% | -27.6% | +41.9% | +15.8% |
| YTD | +27.3% | -11.7% | +39.0% | +26.4% |
| 1Y | +33.2% | +49.3% | -16.1% | +27.1% |
| 3Y | +64.5% | +167.1% | -102.7% | +49.2% |
| 5Y | +83.1% | +151.7% | -68.6% | +65.9% |
| 10Y | +183.9% | +187.0% | -3.0% | +150.6% |
| All | +363.5% | +108.9% | +254.6% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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