+13.8%
ORCL vs KO
+91.1%
-77.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -0.1% |
| 7D | +8.0% | +3.7% | +4.2% | +10.6% |
| 30D | -4.0% | +8.1% | -12.1% | +1.5% |
| 3M | -19.5% | +14.2% | -33.7% | -11.6% |
| 6M | -33.5% | +25.2% | -58.7% | -21.8% |
| YTD | -34.8% | +44.7% | -79.6% | -18.6% |
| 1Y | -41.6% | +43.4% | -85.0% | -27.2% |
| 3Y | +13.8% | +90.1% | -76.3% | +58.4% |
| All | +13.8% | +91.1% | -77.3% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling