+203.9%
KO vs SHOP
+7,788.2%
-7,584.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.6% | +7.9% | +0.5% |
| 7D | +0.4% | -4.1% | +4.5% | +0.5% |
| 30D | +1.5% | -11.5% | +13.0% | +1.8% |
| 3M | +11.8% | +21.1% | -9.2% | +11.1% |
| 6M | +16.2% | +3.0% | +13.2% | +15.9% |
| YTD | +28.1% | -16.7% | +44.8% | +28.3% |
| 1Y | +34.8% | -8.3% | +43.0% | +34.4% |
| 3Y | +65.5% | +112.8% | -47.4% | +57.9% |
| 5Y | +81.6% | -9.3% | +90.8% | +75.0% |
| 10Y | +176.7% | +3,003.4% | -2,826.7% | +122.4% |
| All | +203.9% | +7,788.2% | -7,584.4% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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