+81.6%
KO vs SITM
+172.2%
-90.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.3% |
| 7D | -1.1% | +4.8% | -5.9% | -1.1% |
| 30D | +1.6% | -9.7% | +11.3% | +1.5% |
| 3M | +5.8% | -9.3% | +15.1% | +5.8% |
| 6M | +14.3% | +69.5% | -55.2% | +14.2% |
| YTD | +27.3% | +70.5% | -43.2% | +27.2% |
| 1Y | +33.2% | +145.3% | -112.1% | +33.0% |
| 3Y | +64.5% | +432.8% | -368.3% | +60.9% |
| All | +81.6% | +172.2% | -90.6% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling