+177.9%
KO vs MTB
+172.9%
+5.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +1.6% | -4.6% | +6.2% | +2.5% |
| 3M | +5.8% | +7.4% | -1.7% | +4.2% |
| 6M | +14.3% | +18.7% | -4.4% | +10.2% |
| YTD | +27.3% | +21.1% | +6.2% | +22.1% |
| 1Y | +33.2% | +24.1% | +9.1% | +26.9% |
| 3Y | +64.5% | +115.3% | -50.9% | +35.4% |
| 5Y | +83.1% | +106.0% | -22.9% | +47.7% |
| All | +177.9% | +172.9% | +5.0% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling