+62.4%
KO vs T
+103.6%
-41.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.5% |
| 7D | -0.8% | -3.1% | +2.3% | 0.0% |
| 30D | +0.8% | +4.6% | -3.8% | -0.4% |
| 3M | +8.3% | +12.2% | -3.9% | +5.0% |
| 6M | +14.0% | -6.5% | +20.5% | +15.3% |
| YTD | +26.9% | +4.9% | +22.0% | +24.4% |
| 1Y | +32.7% | -10.5% | +43.2% | +35.5% |
| All | +62.4% | +103.6% | -41.2% | +38.2% |
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