+28.7%
KO vs Q
+75.3%
-46.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.5% |
| 7D | +0.4% | +6.7% | -6.3% | +0.9% |
| 30D | +1.5% | -10.6% | +12.1% | +0.7% |
| 3M | +11.8% | -14.6% | +26.4% | +10.7% |
| 6M | +16.2% | +12.1% | +4.2% | +15.5% |
| YTD | +28.1% | +51.3% | -23.2% | +29.9% |
| All | +28.7% | +75.3% | -46.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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