+62.9%
KO vs SAP
+53.9%
+9.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -1.1% | -5.1% | +4.0% | -0.8% |
| 30D | +1.6% | -1.8% | +3.3% | +1.7% |
| 3M | +5.8% | +20.9% | -15.2% | +4.3% |
| 6M | +14.3% | +7.0% | +7.3% | +13.2% |
| YTD | +27.3% | -13.7% | +41.1% | +27.4% |
| 1Y | +33.2% | -19.6% | +52.7% | +34.0% |
| All | +62.9% | +53.9% | +9.1% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling