+177.9%
KO vs RACE
+832.2%
-654.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | 0.0% |
| 7D | -1.1% | -2.2% | +1.1% | -0.7% |
| 30D | +1.6% | -0.4% | +2.0% | +1.6% |
| 3M | +5.8% | +17.9% | -12.2% | +2.5% |
| 6M | +14.3% | +19.3% | -5.0% | +10.2% |
| YTD | +27.3% | +11.9% | +15.5% | +23.9% |
| 1Y | +33.2% | -12.7% | +45.9% | +35.3% |
| 3Y | +64.5% | +41.1% | +23.4% | +47.6% |
| 5Y | +83.1% | +94.1% | -10.9% | +49.8% |
| All | +177.9% | +832.2% | -654.4% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling