+31.3%
ORCL vs KO
+96.3%
-65.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -11.2% | +1.7% | -12.8% | -10.9% |
| 30D | -18.8% | +11.5% | -30.3% | -17.6% |
| 3M | -18.8% | +10.8% | -29.6% | -17.6% |
| 6M | -39.7% | +22.3% | -62.0% | -38.3% |
| YTD | -39.6% | +39.5% | -79.1% | -39.3% |
| 1Y | -51.7% | +42.2% | -94.0% | -51.7% |
| 3Y | +10.2% | +83.1% | -72.8% | -2.1% |
| All | +31.3% | +96.3% | -65.0% | +5.1% |
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