+82.6%
KO vs SFM
+213.6%
-131.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | +0.2% | -10.6% | +10.9% | +1.0% |
| 30D | +1.8% | -15.5% | +17.3% | +2.9% |
| 3M | +7.7% | -17.4% | +25.1% | +8.8% |
| 6M | +15.3% | -3.4% | +18.7% | +15.2% |
| YTD | +28.0% | -8.7% | +36.7% | +28.3% |
| 1Y | +34.3% | -47.2% | +81.4% | +40.0% |
| 3Y | +63.8% | +82.7% | -18.9% | +47.5% |
| All | +82.6% | +213.6% | -131.1% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling