+203.2%
KO vs QSR
+203.9%
-0.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -1.1% | -4.7% | +3.6% | 0.0% |
| 30D | +1.6% | +4.3% | -2.7% | +0.5% |
| 3M | +5.8% | +5.4% | +0.3% | +4.4% |
| 6M | +14.3% | +8.2% | +6.1% | +12.0% |
| YTD | +27.3% | +14.1% | +13.2% | +23.1% |
| 1Y | +33.2% | +28.1% | +5.1% | +25.1% |
| 3Y | +64.5% | +25.3% | +39.2% | +53.6% |
| 5Y | +83.1% | +40.4% | +42.7% | +65.0% |
| 10Y | +183.9% | +132.4% | +51.5% | +126.4% |
| All | +203.2% | +203.9% | -0.7% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling