+177.9%
KO vs T
+71.7%
+106.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | -1.1% | -2.4% | +1.3% | -0.3% |
| 30D | +1.6% | +4.3% | -2.7% | +0.1% |
| 3M | +5.8% | +11.6% | -5.8% | +1.6% |
| 6M | +14.3% | -5.6% | +19.9% | +16.0% |
| YTD | +27.3% | +6.6% | +20.8% | +23.5% |
| 1Y | +33.2% | -8.4% | +41.5% | +36.1% |
| 3Y | +64.5% | +107.8% | -43.4% | +23.2% |
| 5Y | +83.1% | +68.3% | +14.8% | +45.0% |
| All | +177.9% | +71.7% | +106.1% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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