+91.4%
ORCL vs KO
+80.4%
+11.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.0% |
| 7D | +5.3% | -1.8% | +7.0% | +5.1% |
| 30D | +10.0% | +1.4% | +8.5% | +10.1% |
| 3M | -32.6% | +15.4% | -48.0% | -31.9% |
| 6M | +4.9% | +14.3% | -9.3% | +5.8% |
| YTD | -17.8% | +27.7% | -45.4% | -18.6% |
| 1Y | -28.0% | +32.7% | -60.7% | -29.3% |
| 3Y | +36.0% | +62.2% | -26.2% | +21.4% |
| All | +91.4% | +80.4% | +11.0% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling