+92.9%
QQQ vs KO
+65.1%
+27.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.9% |
| 7D | -0.6% | +0.2% | -0.8% | -0.5% |
| 30D | -1.2% | +1.8% | -3.0% | -1.0% |
| 3M | -0.2% | +7.7% | -7.9% | +0.9% |
| 6M | +17.9% | +15.3% | +2.7% | +19.9% |
| YTD | +16.6% | +28.0% | -11.3% | +19.3% |
| 1Y | +23.0% | +34.3% | -11.3% | +26.0% |
| 3Y | +92.9% | +63.8% | +29.2% | +94.0% |
| All | +92.9% | +65.1% | +27.8% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling