+32.7%
KO vs PSX
+101.0%
-68.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.8% | +4.5% | -6.3% | -1.7% |
| 30D | +1.4% | +26.6% | -25.2% | +1.8% |
| 3M | +15.4% | +39.3% | -23.9% | +15.8% |
| 6M | +14.3% | +56.8% | -42.5% | +15.2% |
| YTD | +27.7% | +101.8% | -74.2% | +29.8% |
| 1Y | +32.7% | +99.6% | -66.9% | +36.5% |
| All | +32.7% | +101.0% | -68.3% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling