+179.3%
KO vs M
-3.0%
+182.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | 0.0% |
| 7D | +0.2% | -4.2% | +4.5% | +0.5% |
| 30D | +1.8% | -7.2% | +9.0% | +2.3% |
| 3M | +7.7% | -11.1% | +18.8% | +8.4% |
| 6M | +15.3% | +28.8% | -13.5% | +12.8% |
| YTD | +28.0% | +2.0% | +25.9% | +27.2% |
| 1Y | +34.3% | +31.3% | +3.0% | +30.8% |
| 3Y | +63.8% | +119.1% | -55.3% | +49.5% |
| 5Y | +84.1% | +29.7% | +54.4% | +70.1% |
| All | +179.3% | -3.0% | +182.3% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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