+39.9%
KO vs RACE
-4.6%
+44.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | 0.0% |
| 7D | +1.8% | -4.0% | +5.8% | +2.1% |
| 30D | +8.1% | +3.5% | +4.6% | +7.9% |
| 3M | +13.0% | -0.4% | +13.5% | +13.0% |
| 6M | +23.3% | +23.2% | +0.1% | +22.4% |
| YTD | +42.1% | +11.0% | +31.1% | +42.0% |
| 1Y | +39.9% | -2.2% | +42.1% | +41.0% |
| All | +39.9% | -4.6% | +44.5% | +41.0% |
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