+4,224.1%
KO vs MO
+15,284.5%
-11,060.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | -1.1% | -1.0% | -0.1% | -0.8% |
| 30D | +1.6% | +5.8% | -4.2% | -0.1% |
| 3M | +5.8% | -4.5% | +10.3% | +6.9% |
| 6M | +14.3% | +5.7% | +8.6% | +12.0% |
| YTD | +27.3% | +23.1% | +4.2% | +19.2% |
| 1Y | +33.2% | +10.9% | +22.3% | +28.3% |
| 3Y | +64.5% | +96.1% | -31.7% | +33.3% |
| 5Y | +83.1% | +100.1% | -17.0% | +46.3% |
| 10Y | +183.9% | +114.0% | +70.0% | +116.8% |
| All | +4,224.1% | +15,284.5% | -11,060.4% | +656.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 all: compounded portfolio wealth divided by compounded MO 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…
all analysis · Full analysis span regression · 6 months rolling