+193.2%
KO vs RUN
-32.6%
+225.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.6% | -0.8% |
| 7D | -0.8% | -1.8% | +1.0% | -0.7% |
| 30D | +0.8% | -10.8% | +11.6% | +1.1% |
| 3M | +8.3% | -30.2% | +38.5% | +9.3% |
| 6M | +14.0% | -22.3% | +36.4% | +14.4% |
| YTD | +26.9% | -52.2% | +79.1% | +28.6% |
| 1Y | +32.7% | -45.1% | +77.8% | +33.4% |
| 3Y | +63.9% | -37.1% | +101.0% | +57.2% |
| 5Y | +81.7% | -80.3% | +162.0% | +79.2% |
| 10Y | +183.0% | +45.2% | +137.8% | +136.9% |
| All | +193.2% | -32.6% | +225.8% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling