+81.6%
KO vs T
+67.3%
+14.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | +1.6% | +4.3% | -2.7% | +0.6% |
| 3M | +5.8% | +11.6% | -5.8% | +2.9% |
| 6M | +14.3% | -5.6% | +19.9% | +15.3% |
| YTD | +27.3% | +6.6% | +20.8% | +24.7% |
| 1Y | +33.2% | -8.4% | +41.5% | +35.0% |
| 3Y | +64.5% | +107.8% | -43.4% | +38.8% |
| All | +81.6% | +67.3% | +14.3% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling