+177.9%
KO vs SAP
+175.6%
+2.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -1.1% | -5.1% | +4.0% | -0.1% |
| 30D | +1.6% | -1.8% | +3.3% | +1.9% |
| 3M | +5.8% | +20.9% | -15.2% | +1.4% |
| 6M | +14.3% | +7.0% | +7.3% | +11.8% |
| YTD | +27.3% | -13.7% | +41.1% | +29.7% |
| 1Y | +33.2% | -19.6% | +52.7% | +37.6% |
| 3Y | +64.5% | +52.4% | +12.1% | +41.1% |
| 5Y | +83.1% | +54.4% | +28.7% | +53.5% |
| All | +177.9% | +175.6% | +2.3% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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