+97.7%
KO vs MNST
+96.9%
+0.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +2.2% | -3.9% | +6.1% | +3.4% |
| 30D | +10.1% | +3.9% | +6.2% | +8.7% |
| 3M | +12.2% | -0.8% | +13.0% | +12.4% |
| 6M | +25.1% | +5.1% | +20.0% | +23.1% |
| YTD | +41.3% | +18.3% | +23.0% | +33.7% |
| 1Y | +41.1% | +29.5% | +11.6% | +29.8% |
| 3Y | +86.3% | +64.0% | +22.2% | +57.5% |
| All | +97.7% | +96.9% | +0.8% | +54.2% |
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