+54.4%
KO vs SN
+476.8%
-422.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.9% |
| 7D | -0.8% | -3.4% | +2.6% | -0.7% |
| 30D | +0.8% | -9.1% | +9.8% | +0.9% |
| 3M | +8.3% | +31.8% | -23.4% | +7.9% |
| 6M | +14.0% | +52.0% | -38.0% | +13.3% |
| YTD | +26.9% | +51.3% | -24.4% | +26.1% |
| 1Y | +32.7% | +46.9% | -14.2% | +31.9% |
| 3Y | +63.9% | +394.9% | -331.0% | +53.3% |
| All | +54.4% | +476.8% | -422.4% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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