+81.6%
KO vs SMTC
+112.0%
-30.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +0.3% |
| 7D | -1.1% | +17.5% | -18.6% | -1.0% |
| 30D | +1.6% | +21.3% | -19.7% | +1.7% |
| 3M | +5.8% | +3.1% | +2.6% | +6.0% |
| 6M | +14.3% | +81.7% | -67.4% | +13.8% |
| YTD | +27.3% | +115.9% | -88.6% | +26.6% |
| 1Y | +33.2% | +157.8% | -124.7% | +32.1% |
| 3Y | +64.5% | +557.3% | -492.8% | +54.0% |
| All | +81.6% | +112.0% | -30.4% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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