+81.6%
KO vs RF
+89.9%
-8.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +0.4% | +2.7% | -2.3% | +0.2% |
| 30D | +1.5% | -3.4% | +4.9% | +1.8% |
| 3M | +11.8% | +6.4% | +5.5% | +11.2% |
| 6M | +16.2% | +13.4% | +2.8% | +14.9% |
| YTD | +28.1% | +14.2% | +13.8% | +26.4% |
| 1Y | +34.8% | +15.7% | +19.0% | +32.6% |
| 3Y | +65.5% | +91.3% | -25.9% | +51.9% |
| 5Y | +81.6% | +89.8% | -8.2% | +66.9% |
| All | +81.6% | +89.9% | -8.4% | +66.9% |
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