+96.6%
KO vs MAS
+39.2%
+57.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.2% |
| 7D | +1.7% | +2.0% | -0.3% | +1.4% |
| 30D | +11.5% | +19.4% | -7.9% | +8.9% |
| 3M | +10.8% | +9.4% | +1.4% | +9.4% |
| 6M | +22.3% | +15.3% | +6.9% | +19.5% |
| YTD | +39.5% | +31.3% | +8.2% | +33.1% |
| 1Y | +42.2% | +34.9% | +7.4% | +35.1% |
| 3Y | +83.1% | +58.6% | +24.5% | +65.5% |
| All | +96.6% | +39.2% | +57.4% | +76.7% |
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