+177.9%
KO vs MKC
+29.3%
+148.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.6% |
| 7D | -1.1% | -2.8% | +1.7% | 0.0% |
| 30D | +1.6% | -3.4% | +4.9% | +2.8% |
| 3M | +5.8% | +3.8% | +2.0% | +4.1% |
| 6M | +14.3% | -17.9% | +32.2% | +22.3% |
| YTD | +27.3% | -23.6% | +50.9% | +39.4% |
| 1Y | +33.2% | -23.1% | +56.3% | +45.0% |
| 3Y | +64.5% | -31.5% | +96.0% | +84.9% |
| 5Y | +83.1% | -33.1% | +116.2% | +105.6% |
| All | +177.9% | +29.3% | +148.6% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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