+275.9%
KO vs PSX
+1,167.1%
-891.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -0.8% | +1.8% | -2.6% | -1.1% |
| 30D | +0.8% | +21.6% | -20.9% | -2.3% |
| 3M | +8.3% | +46.5% | -38.1% | +1.9% |
| 6M | +14.0% | +62.0% | -48.0% | +5.2% |
| YTD | +26.9% | +106.3% | -79.4% | +12.4% |
| 1Y | +32.7% | +103.0% | -70.3% | +17.5% |
| 3Y | +63.9% | +135.5% | -71.6% | +38.9% |
| 5Y | +81.7% | +368.5% | -286.8% | +30.9% |
| 10Y | +183.0% | +386.6% | -203.6% | +89.2% |
| All | +275.9% | +1,167.1% | -891.1% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling