+62.4%
KO vs REPL
-27.0%
+89.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.9% |
| 7D | -0.8% | -9.6% | +8.8% | -0.8% |
| 30D | +0.8% | +5.7% | -4.9% | +0.8% |
| 3M | +8.3% | +56.4% | -48.1% | +9.0% |
| 6M | +14.0% | +67.4% | -53.4% | +14.6% |
| YTD | +26.9% | +48.7% | -21.8% | +27.6% |
| 1Y | +32.7% | +148.3% | -115.6% | +33.3% |
| All | +62.4% | -27.0% | +89.4% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling