+103.6%
KO vs SITM
+4,789.7%
-4,686.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.4% |
| 7D | +0.2% | +3.9% | -3.6% | +0.2% |
| 30D | +1.8% | -6.6% | +8.4% | +1.9% |
| 3M | +7.7% | -11.9% | +19.5% | +7.7% |
| 6M | +15.3% | +81.1% | -65.9% | +13.0% |
| YTD | +28.0% | +80.0% | -52.0% | +25.4% |
| 1Y | +34.3% | +145.8% | -111.6% | +30.2% |
| 3Y | +63.8% | +475.9% | -412.1% | +50.9% |
| 5Y | +84.1% | +189.2% | -105.1% | +68.8% |
| All | +103.6% | +4,789.7% | -4,686.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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