+90.1%
KO vs T
+65.2%
+24.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.7% | +2.5% | +1.2% | +3.1% |
| 30D | +8.1% | -3.8% | +11.9% | +9.0% |
| 3M | +14.2% | -8.7% | +23.0% | +16.4% |
| 6M | +25.2% | -8.1% | +33.3% | +26.9% |
| YTD | +44.7% | -6.4% | +51.2% | +45.3% |
| 1Y | +43.4% | -9.8% | +53.1% | +45.4% |
| 3Y | +90.1% | +65.5% | +24.6% | +72.5% |
| All | +90.1% | +65.2% | +24.9% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling