+82.6%
KO vs SAN
+385.2%
-302.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.3% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | +1.8% | +0.9% | +0.9% | +1.7% |
| 3M | +7.7% | +19.1% | -11.4% | +5.9% |
| 6M | +15.3% | +33.2% | -17.9% | +12.0% |
| YTD | +28.0% | +29.1% | -1.1% | +24.4% |
| 1Y | +34.3% | +50.2% | -16.0% | +28.3% |
| 3Y | +63.8% | +351.0% | -287.2% | +35.2% |
| All | +82.6% | +385.2% | -302.6% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 5y: compounded portfolio wealth divided by compounded SAN 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…
5y analysis · Full analysis span regression · 6 months rolling