+33,471.1%
ORCL vs KO
+4,278.0%
+29,193.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +5.3% | -1.8% | +7.0% | +6.0% |
| 30D | +10.0% | +1.4% | +8.5% | +9.3% |
| 3M | -32.6% | +15.4% | -48.0% | -37.0% |
| 6M | +4.9% | +14.3% | -9.3% | -2.2% |
| YTD | -17.8% | +27.7% | -45.4% | -27.3% |
| 1Y | -28.0% | +32.7% | -60.7% | -37.7% |
| 3Y | +36.0% | +62.2% | -26.2% | +5.7% |
| 5Y | +88.7% | +80.0% | +8.7% | +39.4% |
| 10Y | +346.9% | +175.6% | +171.3% | +170.3% |
| All | +33,471.1% | +4,278.0% | +29,193.1% | +3,576.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling