+88.2%
KO vs S
-56.9%
+145.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +1.6% | -11.8% | +13.4% | +1.6% |
| 3M | +5.8% | +33.9% | -28.2% | +5.7% |
| 6M | +14.3% | +40.1% | -25.8% | +14.2% |
| YTD | +27.3% | +32.1% | -4.8% | +27.3% |
| 1Y | +33.2% | +11.0% | +22.1% | +33.3% |
| 3Y | +64.5% | +16.9% | +47.5% | +63.6% |
| 5Y | +83.1% | -68.9% | +152.0% | +80.7% |
| All | +88.2% | -56.9% | +145.1% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling