+147.8%
KO vs REPL
-17.3%
+165.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.4% | +8.7% | +0.4% |
| 7D | -1.1% | -13.4% | +12.3% | -1.0% |
| 30D | +1.6% | -3.0% | +4.6% | +1.6% |
| 3M | +5.8% | +56.3% | -50.6% | +4.8% |
| 6M | +14.3% | +60.9% | -46.6% | +11.5% |
| YTD | +27.3% | +36.2% | -8.9% | +24.5% |
| 1Y | +33.2% | +121.0% | -87.9% | +27.7% |
| 3Y | +64.5% | -32.8% | +97.3% | +56.0% |
| 5Y | +83.1% | -58.7% | +141.8% | +75.1% |
| All | +147.8% | -17.3% | +165.0% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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