+43.2%
KO vs RUN
-53.7%
+97.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +4.4% | +18.5% | -14.0% | +5.1% |
| 30D | +10.7% | +15.5% | -4.8% | +11.4% |
| 3M | +11.3% | -20.3% | +31.6% | +10.4% |
| 6M | +24.0% | -30.8% | +54.8% | +22.5% |
| YTD | +39.7% | -52.2% | +91.9% | +36.6% |
| 1Y | +43.2% | -53.9% | +97.1% | +40.2% |
| All | +43.2% | -53.7% | +97.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling