+200.0%
KO vs Z
+17.0%
+183.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.8% | +0.7% |
| 7D | +0.4% | -3.3% | +3.7% | +0.6% |
| 30D | +1.5% | -3.7% | +5.2% | +1.7% |
| 3M | +11.8% | -7.0% | +18.8% | +12.1% |
| 6M | +16.2% | -29.5% | +45.7% | +18.0% |
| YTD | +28.1% | -52.6% | +80.6% | +32.6% |
| 1Y | +34.8% | -64.0% | +98.8% | +41.5% |
| 3Y | +65.5% | -36.4% | +101.9% | +65.8% |
| 5Y | +81.6% | -65.8% | +147.3% | +85.1% |
| 10Y | +176.7% | -5.8% | +182.5% | +146.0% |
| All | +200.0% | +17.0% | +183.0% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling