+462.3%
KO vs MSCI
+3,197.7%
-2,735.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +1.8% | -1.9% | +3.7% | +2.2% |
| 30D | +8.7% | +16.5% | -7.8% | +5.6% |
| 3M | +13.5% | +18.2% | -4.7% | +10.0% |
| 6M | +25.6% | +14.0% | +11.6% | +22.2% |
| YTD | +42.3% | +16.6% | +25.7% | +37.3% |
| 1Y | +39.9% | +14.8% | +25.0% | +35.3% |
| 3Y | +87.5% | +33.3% | +54.3% | +74.0% |
| 5Y | +99.1% | +9.1% | +90.0% | +88.0% |
| 10Y | +224.2% | +820.4% | -596.1% | +102.1% |
| All | +462.3% | +3,197.7% | -2,735.3% | +158.8% |
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