+43.2%
KO vs S
+36.5%
+6.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +1.2% |
| 7D | +4.4% | -8.2% | +12.6% | +3.9% |
| 30D | +10.7% | -7.6% | +18.4% | +10.5% |
| 3M | +11.3% | +12.0% | -0.6% | +12.2% |
| 6M | +24.0% | +50.6% | -26.5% | +27.4% |
| YTD | +39.7% | +56.6% | -16.9% | +45.2% |
| 1Y | +43.2% | +39.2% | +4.0% | +49.9% |
| All | +43.2% | +36.5% | +6.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling