+81.6%
KO vs PSX
+360.4%
-278.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -1.1% | +1.5% | -2.6% | -1.2% |
| 30D | +1.6% | +15.8% | -14.3% | +0.9% |
| 3M | +5.8% | +43.0% | -37.3% | +4.1% |
| 6M | +14.3% | +61.1% | -46.8% | +11.9% |
| YTD | +27.3% | +104.5% | -77.2% | +23.2% |
| 1Y | +33.2% | +102.5% | -69.4% | +28.8% |
| 3Y | +64.5% | +133.5% | -69.0% | +56.4% |
| All | +81.6% | +360.4% | -278.8% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling