+177.9%
KO vs SCHG
+454.2%
-276.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -1.1% | -2.7% | +1.6% | -0.3% |
| 30D | +1.6% | -2.2% | +3.8% | +2.2% |
| 3M | +5.8% | +6.2% | -0.4% | +3.7% |
| 6M | +14.3% | +13.4% | +0.9% | +9.4% |
| YTD | +27.3% | +7.1% | +20.2% | +24.0% |
| 1Y | +33.2% | +12.5% | +20.6% | +27.2% |
| 3Y | +64.5% | +86.2% | -21.7% | +26.1% |
| 5Y | +83.1% | +83.9% | -0.8% | +38.3% |
| All | +177.9% | +454.2% | -276.4% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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