+81.6%
KO vs MNST
+81.5%
+0.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.8% |
| 7D | +0.4% | -4.1% | +4.5% | +1.7% |
| 30D | +1.5% | -4.5% | +6.0% | +2.9% |
| 3M | +11.8% | -2.5% | +14.3% | +12.7% |
| 6M | +16.2% | +14.1% | +2.1% | +11.4% |
| YTD | +28.1% | +12.6% | +15.5% | +23.2% |
| 1Y | +34.8% | +36.9% | -2.2% | +21.9% |
| 3Y | +65.5% | +53.1% | +12.4% | +43.1% |
| 5Y | +81.6% | +78.2% | +3.3% | +48.1% |
| All | +81.6% | +81.5% | +0.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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