+125.7%
KO vs SGOV
+20.2%
+105.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.0% |
| 30D | +1.6% | +0.3% | +1.3% | +2.0% |
| 3M | +5.8% | +0.9% | +4.8% | +7.2% |
| 6M | +14.3% | +1.8% | +12.4% | +18.0% |
| YTD | +27.3% | +2.5% | +24.8% | +33.3% |
| 1Y | +33.2% | +3.8% | +29.4% | +43.2% |
| 3Y | +64.5% | +14.4% | +50.1% | +140.4% |
| 5Y | +83.1% | +20.1% | +63.0% | +212.4% |
| All | +125.7% | +20.2% | +105.5% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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