+368.8%
ORCL vs KO
+175.5%
+193.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +10.9% | -0.8% | +11.7% | +11.2% |
| 30D | +7.0% | +0.8% | +6.2% | +6.7% |
| 3M | -21.2% | +8.3% | -29.5% | -23.5% |
| 6M | +7.4% | +14.0% | -6.6% | +1.6% |
| YTD | -16.3% | +26.9% | -43.2% | -24.6% |
| 1Y | -32.3% | +32.7% | -65.0% | -40.5% |
| 3Y | +32.6% | +63.9% | -31.4% | +1.9% |
| 5Y | +93.1% | +81.7% | +11.4% | +38.8% |
| 10Y | +368.8% | +183.0% | +185.8% | +171.8% |
| All | +368.8% | +175.5% | +193.3% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling