+706.7%
KO vs LVS
+65.2%
+641.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -0.8% | -2.7% | +1.9% | -0.6% |
| 30D | +0.8% | -4.7% | +5.5% | +1.1% |
| 3M | +8.3% | -15.6% | +23.9% | +9.6% |
| 6M | +14.0% | -18.6% | +32.7% | +15.5% |
| YTD | +26.9% | -32.3% | +59.2% | +30.0% |
| 1Y | +32.7% | -18.0% | +50.7% | +33.9% |
| 3Y | +63.9% | -5.8% | +69.8% | +62.7% |
| 5Y | +81.7% | +5.7% | +76.0% | +76.3% |
| 10Y | +183.0% | 0.0% | +183.0% | +172.2% |
| All | +706.7% | +65.2% | +641.5% | +630.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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