+102.9%
KO vs MAS
+39.9%
+63.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +3.7% | +3.0% | +0.8% | +3.3% |
| 30D | +8.1% | +22.4% | -14.3% | +5.2% |
| 3M | +14.2% | +14.5% | -0.3% | +12.0% |
| 6M | +25.2% | +27.1% | -1.9% | +20.7% |
| YTD | +44.7% | +35.8% | +9.0% | +37.4% |
| 1Y | +43.4% | +39.4% | +4.0% | +35.5% |
| 3Y | +90.1% | +60.3% | +29.8% | +71.6% |
| All | +102.9% | +39.9% | +63.1% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 5y: compounded portfolio wealth divided by compounded MAS 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…
5y analysis · Full analysis span regression · 6 months rolling