+359.9%
CSCO vs KO
+183.3%
+176.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | -10.8% | +1.6% | -12.3% | -11.6% |
| 3M | -9.2% | +5.8% | -15.0% | -12.3% |
| 6M | +39.5% | +14.3% | +25.3% | +28.9% |
| YTD | +41.5% | +27.3% | +14.2% | +22.8% |
| 1Y | +61.0% | +33.2% | +27.8% | +35.8% |
| 3Y | +105.2% | +64.5% | +40.7% | +50.1% |
| 5Y | +113.4% | +83.1% | +30.3% | +46.0% |
| All | +359.9% | +183.3% | +176.6% | +150.9% |
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