+1,055.4%
KO vs SAP
+2,194.5%
-1,139.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +1.5% | +2.6% | -1.1% | +1.1% |
| 3M | +11.8% | +16.3% | -4.4% | +9.4% |
| 6M | +16.2% | +6.4% | +9.8% | +14.6% |
| YTD | +28.1% | -11.4% | +39.5% | +28.9% |
| 1Y | +34.8% | -20.4% | +55.2% | +37.5% |
| 3Y | +65.5% | +56.5% | +9.0% | +52.7% |
| 5Y | +81.6% | +56.8% | +24.8% | +66.0% |
| 10Y | +176.7% | +176.2% | +0.5% | +132.8% |
| All | +1,055.4% | +2,194.5% | -1,139.1% | +600.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling