+636.6%
KO vs TECK
+2,066.2%
-1,429.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.6% | +0.8% |
| 7D | -1.1% | -4.2% | +3.1% | -0.8% |
| 30D | +1.6% | -0.4% | +1.9% | +1.5% |
| 3M | +5.8% | +10.1% | -4.4% | +4.7% |
| 6M | +14.3% | +26.0% | -11.7% | +11.6% |
| YTD | +27.3% | +38.0% | -10.7% | +23.1% |
| 1Y | +33.2% | +63.8% | -30.6% | +26.7% |
| 3Y | +64.5% | +68.5% | -4.0% | +53.8% |
| 5Y | +83.1% | +179.2% | -96.1% | +60.8% |
| 10Y | +183.9% | +358.6% | -174.7% | +125.5% |
| All | +636.6% | +2,066.2% | -1,429.7% | +398.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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