+96.0%
KO vs MS
+113.7%
-17.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +1.7% | -1.6% | +3.2% | +1.8% |
| 30D | +11.5% | -3.8% | +15.3% | +11.7% |
| 3M | +10.8% | -14.6% | +25.4% | +11.7% |
| 6M | +22.3% | -5.1% | +27.3% | +22.0% |
| YTD | +39.5% | +4.5% | +35.0% | +37.7% |
| 1Y | +42.2% | +13.5% | +28.7% | +39.0% |
| 3Y | +83.1% | +160.4% | -77.3% | +54.0% |
| All | +96.0% | +113.7% | -17.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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