+33.6%
KO vs RACE
-13.1%
+46.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.2% |
| 7D | -1.1% | -2.2% | +1.1% | -1.0% |
| 30D | +1.6% | -0.4% | +2.0% | +1.6% |
| 3M | +5.8% | +17.9% | -12.2% | +5.0% |
| 6M | +14.3% | +19.3% | -5.0% | +13.3% |
| YTD | +27.3% | +11.9% | +15.5% | +26.9% |
| All | +33.6% | -13.1% | +46.7% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling