+43.2%
KO vs SM
+70.4%
-27.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.3% | +16.4% | +1.0% |
| 7D | +4.4% | -21.5% | +25.9% | +4.4% |
| 30D | +10.7% | -11.4% | +22.1% | +10.6% |
| 3M | +11.3% | +0.6% | +10.7% | +11.4% |
| 6M | +24.0% | +0.2% | +23.8% | +23.7% |
| YTD | +39.7% | +69.7% | -30.0% | +33.4% |
| 1Y | +43.2% | +71.6% | -28.3% | +36.6% |
| All | +43.2% | +70.4% | -27.1% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling