+81.6%
KO vs SHW
+9.4%
+72.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.1% | -4.5% | +3.4% | -0.1% |
| 30D | +1.6% | -12.7% | +14.3% | +4.6% |
| 3M | +5.8% | +4.7% | +1.1% | +4.5% |
| 6M | +14.3% | -3.4% | +17.7% | +14.7% |
| YTD | +27.3% | -1.3% | +28.6% | +27.0% |
| 1Y | +33.2% | -10.4% | +43.5% | +35.6% |
| 3Y | +64.5% | +20.1% | +44.4% | +54.8% |
| All | +81.6% | +9.4% | +72.2% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling