+82.6%
KO vs PYPL
-81.1%
+163.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | +0.2% | -2.3% | +2.5% | +0.3% |
| 30D | +1.8% | -9.0% | +10.9% | +2.1% |
| 3M | +7.7% | +30.6% | -22.9% | +6.5% |
| 6M | +15.3% | +18.6% | -3.3% | +14.3% |
| YTD | +28.0% | -7.2% | +35.2% | +28.2% |
| 1Y | +34.3% | -19.3% | +53.5% | +35.3% |
| 3Y | +63.8% | -12.3% | +76.1% | +62.6% |
| All | +82.6% | -81.1% | +163.6% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling