+181.7%
KO vs REPL
+36.8%
+144.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +3.7% | +1.2% | +2.5% | +3.7% |
| 30D | +8.1% | +92.2% | -84.0% | +7.4% |
| 3M | +14.2% | +44.1% | -29.9% | +13.7% |
| 6M | +25.2% | +313.0% | -287.8% | +22.0% |
| YTD | +44.7% | +125.2% | -80.5% | +40.7% |
| 1Y | +43.4% | +143.8% | -100.4% | +39.2% |
| 3Y | +90.1% | +104.2% | -14.1% | +74.2% |
| 5Y | +103.0% | -34.5% | +137.5% | +93.6% |
| All | +181.7% | +36.8% | +144.9% | +141.2% |
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