+177.9%
KO vs SBAC
+83.0%
+94.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +1.1% |
| 7D | -1.1% | -5.3% | +4.2% | +0.4% |
| 30D | +1.6% | +0.4% | +1.2% | +1.4% |
| 3M | +5.8% | -11.9% | +17.6% | +9.2% |
| 6M | +14.3% | -4.5% | +18.8% | +14.4% |
| YTD | +27.3% | -4.3% | +31.7% | +27.1% |
| 1Y | +33.2% | -3.9% | +37.1% | +32.6% |
| 3Y | +64.5% | -11.0% | +75.5% | +64.6% |
| 5Y | +83.1% | -44.1% | +127.2% | +108.9% |
| All | +177.9% | +83.0% | +94.8% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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