+191.9%
KO vs RACE
+647.6%
-455.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -1.8% | -2.5% | +0.7% | -1.4% |
| 30D | +1.4% | +0.8% | +0.7% | +1.3% |
| 3M | +15.4% | +17.2% | -1.8% | +12.1% |
| 6M | +14.3% | +13.6% | +0.7% | +11.3% |
| YTD | +27.7% | +12.2% | +15.5% | +24.4% |
| 1Y | +32.7% | -16.3% | +49.0% | +35.7% |
| 3Y | +62.2% | +36.4% | +25.8% | +48.2% |
| 5Y | +80.0% | +95.0% | -15.0% | +50.3% |
| 10Y | +175.6% | +813.2% | -637.6% | +84.6% |
| All | +191.9% | +647.6% | -455.7% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling