+99.1%
KO vs MAS
+44.7%
+54.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.8% | -1.8% | +3.7% | +2.1% |
| 30D | +8.7% | +23.6% | -14.9% | +5.6% |
| 3M | +13.5% | +12.4% | +1.1% | +11.6% |
| 6M | +25.6% | +21.9% | +3.7% | +21.8% |
| YTD | +42.3% | +36.1% | +6.1% | +35.1% |
| 1Y | +39.9% | +39.5% | +0.4% | +32.3% |
| 3Y | +87.5% | +59.1% | +28.4% | +69.7% |
| 5Y | +99.1% | +44.4% | +54.6% | +78.5% |
| All | +99.1% | +44.7% | +54.4% | +78.5% |
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