+96.0%
KO vs RF
+43.6%
+52.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | +11.5% | +6.0% | +5.4% | +10.9% |
| 3M | +10.8% | -8.9% | +19.7% | +11.7% |
| 6M | +22.3% | +2.3% | +19.9% | +21.9% |
| YTD | +39.5% | +7.6% | +31.9% | +38.3% |
| 1Y | +42.2% | +21.2% | +21.1% | +39.3% |
| 3Y | +83.1% | +108.5% | -25.5% | +64.9% |
| All | +96.0% | +43.6% | +52.5% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling