+149.3%
KO vs REPL
-7.7%
+157.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.3% |
| 7D | +0.4% | -5.7% | +6.2% | +0.5% |
| 30D | +1.5% | +22.5% | -21.0% | +1.3% |
| 3M | +11.8% | +64.7% | -52.9% | +10.7% |
| 6M | +16.2% | +83.0% | -66.8% | +13.2% |
| YTD | +28.1% | +52.0% | -23.9% | +25.1% |
| 1Y | +34.8% | +144.5% | -109.8% | +29.1% |
| 3Y | +65.5% | -25.1% | +90.5% | +56.8% |
| 5Y | +81.6% | -52.9% | +134.4% | +73.3% |
| All | +149.3% | -7.7% | +157.0% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling