-31.1%
ORCL vs KO
+33.9%
-65.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.7% |
| 7D | +15.0% | +0.4% | +14.6% | +15.4% |
| 30D | +10.5% | +1.5% | +9.0% | +12.3% |
| 3M | -23.0% | +11.8% | -34.8% | -11.8% |
| 6M | +7.0% | +16.2% | -9.2% | +29.7% |
| YTD | -15.8% | +28.1% | -43.9% | +7.6% |
| 1Y | -31.1% | +34.8% | -65.8% | -6.7% |
| All | -31.1% | +33.9% | -65.0% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling