+29.4%
LITE vs KO
+12.6%
+16.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +2.7% |
| 7D | -1.5% | -1.8% | +0.2% | -4.1% |
| 30D | +6.7% | +1.4% | +5.2% | +9.4% |
| 3M | -6.8% | +15.4% | -22.1% | +9.5% |
| 6M | +29.4% | +14.3% | +15.2% | +55.2% |
| All | +29.4% | +12.6% | +16.9% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 6mo: compounded portfolio wealth divided by compounded KO 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…
6mo analysis · Full analysis span regression · 6 months rolling