+89.3%
KO vs S
-57.8%
+147.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.3% |
| 7D | +0.4% | -5.8% | +6.2% | +0.4% |
| 30D | +1.5% | -9.2% | +10.7% | +1.5% |
| 3M | +11.8% | +23.4% | -11.6% | +11.8% |
| 6M | +16.2% | +36.9% | -20.7% | +16.1% |
| YTD | +28.1% | +29.5% | -1.5% | +28.0% |
| 1Y | +34.8% | +5.4% | +29.3% | +34.9% |
| 3Y | +65.5% | +14.7% | +50.8% | +64.6% |
| 5Y | +81.6% | -71.5% | +153.1% | +78.6% |
| All | +89.3% | -57.8% | +147.1% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling