+1,888.6%
KO vs SM
+1,670.2%
+218.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.1% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +1.5% | +31.5% | -30.0% | 0.0% |
| 3M | +11.8% | +17.3% | -5.5% | +10.6% |
| 6M | +16.2% | +48.5% | -32.3% | +13.3% |
| YTD | +28.1% | +106.3% | -78.2% | +22.5% |
| 1Y | +34.8% | +47.3% | -12.5% | +31.0% |
| 3Y | +65.5% | -1.4% | +66.9% | +62.3% |
| 5Y | +81.6% | +114.0% | -32.5% | +67.1% |
| 10Y | +176.7% | +12.5% | +164.2% | +130.2% |
| All | +1,888.6% | +1,670.2% | +218.4% | +1,200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling