+1,564.8%
QQQ vs KO
+489.1%
+1,075.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.3% |
| 30D | -0.6% | +0.8% | -1.4% | -1.0% |
| 3M | +1.3% | +8.3% | -7.0% | -2.3% |
| 6M | +18.1% | +14.0% | +4.1% | +11.4% |
| YTD | +16.9% | +26.9% | -10.0% | +5.4% |
| 1Y | +24.0% | +32.7% | -8.7% | +9.5% |
| 3Y | +95.6% | +63.9% | +31.7% | +56.2% |
| 5Y | +94.5% | +81.7% | +12.8% | +48.8% |
| 10Y | +571.7% | +183.0% | +388.7% | +328.0% |
| All | +1,564.8% | +489.1% | +1,075.6% | +684.0% |
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 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