+177.9%
KO vs SHW
+281.7%
-103.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -1.1% | -4.5% | +3.4% | +0.1% |
| 30D | +1.6% | -12.7% | +14.3% | +5.4% |
| 3M | +5.8% | +4.7% | +1.1% | +4.1% |
| 6M | +14.3% | -3.4% | +17.7% | +14.7% |
| YTD | +27.3% | -1.3% | +28.6% | +26.8% |
| 1Y | +33.2% | -10.4% | +43.5% | +36.2% |
| 3Y | +64.5% | +20.1% | +44.4% | +51.9% |
| 5Y | +83.1% | +10.5% | +72.6% | +70.0% |
| All | +177.9% | +281.7% | -103.8% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling