+226.2%
KO vs SFM
+117.5%
+108.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.8% |
| 7D | +0.4% | -5.8% | +6.2% | +0.8% |
| 30D | +1.5% | -11.4% | +12.9% | +2.3% |
| 3M | +11.8% | -12.2% | +24.0% | +12.6% |
| 6M | +16.2% | -5.2% | +21.4% | +16.3% |
| YTD | +28.1% | -4.5% | +32.6% | +27.9% |
| 1Y | +34.8% | -45.4% | +80.1% | +39.6% |
| 3Y | +65.5% | +91.1% | -25.6% | +53.6% |
| 5Y | +81.6% | +226.8% | -145.2% | +60.1% |
| 10Y | +176.7% | +291.9% | -115.2% | +136.1% |
| All | +226.2% | +117.5% | +108.8% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling