+1,660.3%
PLTR vs KO
+112.7%
+1,547.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.9% |
| 7D | -4.1% | +0.2% | -4.3% | -4.0% |
| 30D | -2.2% | +1.8% | -4.0% | -1.8% |
| 3M | +27.6% | +7.7% | +19.9% | +29.7% |
| 6M | +10.3% | +15.3% | -4.9% | +14.1% |
| YTD | -5.9% | +28.0% | -33.9% | -1.2% |
| 1Y | +1.7% | +34.3% | -32.5% | +7.6% |
| 3Y | +959.1% | +63.8% | +895.3% | +1,034.0% |
| 5Y | +536.3% | +84.1% | +452.3% | +640.0% |
| All | +1,660.3% | +112.7% | +1,547.6% | +2,029.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling