+82.6%
KO vs QSR
+40.5%
+42.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +0.2% | -4.0% | +4.3% | +1.2% |
| 30D | +1.8% | +2.8% | -0.9% | +1.2% |
| 3M | +7.7% | +5.1% | +2.6% | +6.5% |
| 6M | +15.3% | +8.8% | +6.5% | +12.9% |
| YTD | +28.0% | +14.8% | +13.2% | +23.7% |
| 1Y | +34.3% | +25.7% | +8.5% | +27.0% |
| 3Y | +63.8% | +27.5% | +36.3% | +52.0% |
| All | +82.6% | +40.5% | +42.0% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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