+177.9%
KO vs SNAP
-77.0%
+254.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.6% | +0.3% |
| 7D | -1.1% | -3.2% | +2.1% | -1.1% |
| 30D | +1.6% | +0.2% | +1.4% | +1.5% |
| 3M | +5.8% | +2.6% | +3.1% | +5.6% |
| 6M | +14.3% | +12.4% | +1.9% | +13.9% |
| YTD | +27.3% | -31.6% | +58.9% | +27.9% |
| 1Y | +33.2% | -21.7% | +54.9% | +33.3% |
| 3Y | +64.5% | -41.2% | +105.7% | +63.5% |
| 5Y | +83.1% | -92.6% | +175.7% | +88.9% |
| All | +177.9% | -77.0% | +254.9% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling