+62.9%
KO vs PYPL
-12.7%
+75.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.3% |
| 7D | -1.1% | -5.9% | +4.8% | -1.0% |
| 30D | +1.6% | -9.4% | +11.0% | +1.7% |
| 3M | +5.8% | +31.3% | -25.6% | +5.6% |
| 6M | +14.3% | +19.1% | -4.8% | +14.1% |
| YTD | +27.3% | -7.9% | +35.2% | +27.8% |
| 1Y | +33.2% | -17.9% | +51.1% | +34.1% |
| All | +62.9% | -12.7% | +75.6% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 3y: compounded portfolio wealth divided by compounded PYPL 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…
3y analysis · Full analysis span regression · 6 months rolling