+404.6%
KO vs MSCI
+2,756.4%
-2,351.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | +1.4% | +0.6% | +0.9% | +1.3% |
| 3M | +15.4% | -7.1% | +22.5% | +16.7% |
| 6M | +14.3% | +0.8% | +13.4% | +13.6% |
| YTD | +27.7% | +1.0% | +26.7% | +26.5% |
| 1Y | +32.7% | +4.3% | +28.4% | +30.5% |
| 3Y | +62.2% | +9.9% | +52.3% | +55.9% |
| 5Y | +80.0% | -6.8% | +86.8% | +74.8% |
| 10Y | +175.6% | +614.7% | -439.0% | +79.8% |
| All | +404.6% | +2,756.4% | -2,351.8% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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