+32.7%
KO vs Z
-58.8%
+91.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -1.8% | -3.0% | +1.2% | -1.8% |
| 30D | +1.4% | -4.2% | +5.6% | +1.4% |
| 3M | +15.4% | -3.7% | +19.1% | +14.7% |
| 6M | +14.3% | -24.5% | +38.8% | +12.5% |
| YTD | +27.7% | -49.3% | +77.0% | +25.6% |
| 1Y | +32.7% | -58.7% | +91.4% | +30.3% |
| All | +32.7% | -58.8% | +91.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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