+216.0%
KO vs SNAP
-78.1%
+294.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +3.7% | +6.0% | -2.3% | +3.6% |
| 30D | +8.1% | -13.8% | +21.9% | +8.3% |
| 3M | +14.2% | -0.8% | +15.0% | +14.1% |
| 6M | +25.2% | -6.2% | +31.4% | +25.1% |
| YTD | +44.7% | -34.8% | +79.5% | +45.4% |
| 1Y | +43.4% | -38.7% | +82.1% | +44.1% |
| 3Y | +90.1% | -53.5% | +143.5% | +89.9% |
| 5Y | +103.0% | -90.2% | +193.2% | +107.4% |
| All | +216.0% | -78.1% | +294.0% | +194.2% |
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