+113.9%
KO vs S
-51.7%
+165.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +3.7% | +2.0% | +1.8% | +3.7% |
| 30D | +8.1% | -2.7% | +10.9% | +8.1% |
| 3M | +14.2% | -6.9% | +21.1% | +14.2% |
| 6M | +25.2% | +38.1% | -12.9% | +25.1% |
| YTD | +44.7% | +48.0% | -3.3% | +44.6% |
| 1Y | +43.4% | +34.5% | +8.9% | +43.3% |
| 3Y | +90.1% | +38.3% | +51.7% | +88.9% |
| 5Y | +103.0% | -70.9% | +173.9% | +99.5% |
| All | +113.9% | -51.7% | +165.7% | +116.3% |
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 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