+225.3%
KO vs RACE
+658.2%
-432.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.8% | -3.9% | +5.7% | +2.5% |
| 30D | +8.7% | +6.8% | +1.9% | +7.4% |
| 3M | +13.5% | +1.3% | +12.2% | +13.1% |
| 6M | +25.6% | +26.3% | -0.7% | +20.3% |
| YTD | +42.3% | +13.8% | +28.5% | +38.2% |
| 1Y | +39.9% | -0.5% | +40.3% | +39.1% |
| 3Y | +87.5% | +25.6% | +61.9% | +74.3% |
| 5Y | +99.1% | +67.6% | +31.5% | +71.6% |
| 10Y | +224.2% | +724.7% | -500.5% | +119.1% |
| All | +225.3% | +658.2% | -432.9% | +114.1% |
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