+90.1%
KO vs REPL
+97.7%
-7.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +3.7% | +1.2% | +2.5% | +3.8% |
| 30D | +8.1% | +92.2% | -84.0% | +8.6% |
| 3M | +14.2% | +44.1% | -29.9% | +14.5% |
| 6M | +25.2% | +313.0% | -287.8% | +26.4% |
| YTD | +44.7% | +125.2% | -80.5% | +46.0% |
| 1Y | +43.4% | +143.8% | -100.4% | +44.6% |
| 3Y | +90.1% | +104.2% | -14.1% | +91.3% |
| All | +90.1% | +97.7% | -7.7% | +91.3% |
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 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