+177.9%
KO vs SFM
+268.6%
-90.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.4% |
| 7D | -1.1% | -8.8% | +7.7% | -0.5% |
| 30D | +1.6% | -14.5% | +16.0% | +2.7% |
| 3M | +5.8% | -16.8% | +22.6% | +7.0% |
| 6M | +14.3% | -5.3% | +19.6% | +14.3% |
| YTD | +27.3% | -9.4% | +36.7% | +27.6% |
| 1Y | +33.2% | -46.2% | +79.3% | +38.6% |
| 3Y | +64.5% | +81.3% | -16.8% | +51.4% |
| 5Y | +83.1% | +211.9% | -128.8% | +58.6% |
| All | +177.9% | +268.6% | -90.7% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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