+177.9%
KO vs RUN
+43.4%
+134.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +0.4% |
| 7D | -1.1% | -3.4% | +2.3% | -1.0% |
| 30D | +1.6% | -14.0% | +15.5% | +2.0% |
| 3M | +5.8% | -27.5% | +33.2% | +6.6% |
| 6M | +14.3% | -29.0% | +43.3% | +15.0% |
| YTD | +27.3% | -53.1% | +80.4% | +29.2% |
| 1Y | +33.2% | -46.7% | +79.9% | +34.0% |
| 3Y | +64.5% | -38.3% | +102.8% | +57.1% |
| 5Y | +83.1% | -80.7% | +163.8% | +80.9% |
| All | +177.9% | +43.4% | +134.5% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling