-50.4%
ORCL vs KO
+42.1%
-92.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -0.5% |
| 7D | -6.5% | +2.2% | -8.7% | -4.1% |
| 30D | -16.6% | +10.1% | -26.6% | -6.3% |
| 3M | -21.6% | +12.2% | -33.8% | -9.8% |
| 6M | -39.4% | +25.1% | -64.5% | -18.2% |
| YTD | -38.7% | +41.3% | -80.0% | -11.0% |
| 1Y | -50.4% | +41.1% | -91.4% | -27.6% |
| All | -50.4% | +42.1% | -92.5% | -27.6% |
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