+21.9%
QQQ vs KO
+33.0%
-11.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.0% |
| 7D | -1.3% | -1.1% | -0.1% | -1.6% |
| 30D | -1.4% | +1.6% | -2.9% | -0.8% |
| 3M | +2.3% | +5.8% | -3.5% | +4.6% |
| 6M | +16.9% | +14.3% | +2.6% | +22.0% |
| YTD | +15.6% | +27.3% | -11.7% | +24.9% |
| All | +21.9% | +33.0% | -11.1% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling