+4,250.2%
KO vs SAN
+2,106.1%
+2,144.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.4% | +3.3% | -2.9% | -0.1% |
| 30D | +1.5% | +1.1% | +0.4% | +1.3% |
| 3M | +11.8% | +22.2% | -10.4% | +7.9% |
| 6M | +16.2% | +36.0% | -19.8% | +9.8% |
| YTD | +28.1% | +28.2% | -0.2% | +21.7% |
| 1Y | +34.8% | +54.1% | -19.4% | +23.9% |
| 3Y | +65.5% | +354.2% | -288.8% | +24.3% |
| 5Y | +81.6% | +387.3% | -305.7% | +31.7% |
| 10Y | +176.7% | +334.8% | -158.1% | +95.3% |
| All | +4,250.2% | +2,106.1% | +2,144.1% | +2,018.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling