+587.0%
KO vs SGI
+1,966.1%
-1,379.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | -1.1% | -4.9% | +3.8% | -0.7% |
| 30D | +1.6% | +1.6% | 0.0% | +1.4% |
| 3M | +5.8% | -3.2% | +8.9% | +5.9% |
| 6M | +14.3% | -16.0% | +30.3% | +15.5% |
| YTD | +27.3% | -25.4% | +52.7% | +29.9% |
| 1Y | +33.2% | -21.6% | +54.8% | +35.1% |
| 3Y | +64.5% | +52.9% | +11.6% | +55.4% |
| 5Y | +83.1% | +47.5% | +35.6% | +70.6% |
| 10Y | +183.9% | +263.5% | -79.6% | +131.3% |
| All | +587.0% | +1,966.1% | -1,379.1% | +300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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