+224.2%
KO vs RF
+241.0%
-16.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.8% | -1.3% | +3.2% | +2.1% |
| 30D | +8.7% | +4.6% | +4.0% | +7.8% |
| 3M | +13.5% | -8.4% | +21.9% | +15.1% |
| 6M | +25.6% | +8.9% | +16.7% | +23.6% |
| YTD | +42.3% | +8.8% | +33.5% | +39.6% |
| 1Y | +39.9% | +18.9% | +21.0% | +35.1% |
| 3Y | +87.5% | +116.0% | -28.5% | +58.5% |
| 5Y | +99.1% | +46.0% | +53.0% | +78.4% |
| 10Y | +224.2% | +231.7% | -7.5% | +140.4% |
| All | +224.2% | +241.0% | -16.8% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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