+32.7%
KO vs W
+25.7%
+7.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -0.8% |
| 7D | -1.8% | -4.2% | +2.4% | -1.8% |
| 30D | +1.4% | -7.6% | +9.0% | +1.4% |
| 3M | +15.4% | +37.2% | -21.8% | +16.0% |
| 6M | +14.3% | +26.3% | -12.1% | +15.0% |
| YTD | +27.7% | -1.0% | +28.6% | +28.4% |
| 1Y | +32.7% | +20.1% | +12.6% | +34.9% |
| All | +32.7% | +25.7% | +7.0% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling