+335.7%
CSCO vs KO
+223.0%
+112.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +6.6% | +1.8% | +4.8% | +5.7% |
| 30D | -11.3% | +8.1% | -19.5% | -14.7% |
| 3M | -17.3% | +13.0% | -30.4% | -22.3% |
| 6M | +3.5% | +23.3% | -19.7% | -7.6% |
| YTD | +34.9% | +42.1% | -7.2% | +10.9% |
| 1Y | +40.5% | +39.9% | +0.6% | +16.4% |
| 3Y | +109.3% | +87.3% | +22.0% | +43.4% |
| 5Y | +105.9% | +99.3% | +6.6% | +35.5% |
| All | +335.7% | +223.0% | +112.7% | +122.6% |
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