+25,321.1%
ORCL vs KO
+4,702.2%
+20,618.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | -15.3% | +9.1% | -24.3% | -18.5% |
| 3M | -18.2% | +11.0% | -29.2% | -22.0% |
| 6M | -38.4% | +24.0% | -62.4% | -44.5% |
| YTD | -37.7% | +40.0% | -77.7% | -47.2% |
| 1Y | -49.3% | +39.7% | -89.0% | -57.0% |
| 3Y | +10.6% | +84.8% | -74.1% | -18.9% |
| 5Y | +35.5% | +96.8% | -61.3% | -3.9% |
| 10Y | +251.6% | +209.7% | +41.8% | +101.7% |
| All | +25,321.1% | +4,702.2% | +20,618.9% | +2,568.5% |
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