+83.1%
KO vs SM
+108.0%
-24.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.1% | +2.1% | -3.2% | -1.1% |
| 30D | +1.6% | +18.1% | -16.6% | +1.3% |
| 3M | +5.8% | +17.0% | -11.2% | +5.4% |
| 6M | +14.3% | +55.4% | -41.1% | +13.1% |
| YTD | +27.3% | +108.6% | -81.2% | +25.0% |
| 1Y | +33.2% | +45.7% | -12.5% | +31.7% |
| 3Y | +64.5% | -0.3% | +64.8% | +63.1% |
| 5Y | +83.1% | +113.0% | -29.9% | +71.9% |
| All | +83.1% | +108.0% | -24.9% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling