+4,210.3%
KO vs SMTC
+69,847.7%
-65,637.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -0.8% | +22.5% | -23.3% | -1.5% |
| 30D | +0.8% | +24.9% | -24.1% | -0.1% |
| 3M | +8.3% | +4.1% | +4.3% | +7.7% |
| 6M | +14.0% | +92.6% | -78.5% | +10.5% |
| YTD | +26.9% | +122.5% | -95.6% | +22.2% |
| 1Y | +32.7% | +166.2% | -133.6% | +26.7% |
| 3Y | +63.9% | +577.2% | -513.2% | +47.4% |
| 5Y | +81.7% | +119.0% | -37.3% | +69.4% |
| 10Y | +183.0% | +527.9% | -344.9% | +151.0% |
| All | +4,210.3% | +69,847.7% | -65,637.4% | +3,101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling