+177.9%
KO vs Z
-6.2%
+184.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.5% |
| 7D | -1.1% | -11.6% | +10.5% | -0.5% |
| 30D | +1.6% | -8.5% | +10.0% | +2.0% |
| 3M | +5.8% | -7.9% | +13.6% | +6.1% |
| 6M | +14.3% | -29.1% | +43.4% | +16.0% |
| YTD | +27.3% | -54.2% | +81.5% | +32.0% |
| 1Y | +33.2% | -63.5% | +96.7% | +39.7% |
| 3Y | +64.5% | -38.6% | +103.1% | +65.1% |
| 5Y | +83.1% | -66.0% | +149.1% | +86.7% |
| All | +177.9% | -6.2% | +184.1% | +144.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling