+4,699.6%
KO vs RF
+1,444.8%
+3,254.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +10.1% | +6.2% | +3.9% | +9.2% |
| 3M | +12.2% | -7.8% | +20.1% | +13.3% |
| 6M | +25.1% | +5.9% | +19.2% | +24.0% |
| YTD | +41.3% | +9.0% | +32.3% | +39.3% |
| 1Y | +41.1% | +19.3% | +21.8% | +37.5% |
| 3Y | +86.3% | +116.4% | -30.2% | +66.0% |
| 5Y | +97.8% | +46.0% | +51.7% | +83.1% |
| 10Y | +222.7% | +239.8% | -17.1% | +158.7% |
| All | +4,699.6% | +1,444.8% | +3,254.8% | +2,004.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling