+81.6%
KO vs SNOW
+3.6%
+78.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.3% |
| 7D | -1.1% | -7.5% | +6.4% | -1.1% |
| 30D | +1.6% | -1.3% | +2.9% | +1.6% |
| 3M | +5.8% | +37.4% | -31.7% | +5.8% |
| 6M | +14.3% | +88.1% | -73.8% | +14.4% |
| YTD | +27.3% | +50.3% | -23.0% | +27.7% |
| 1Y | +33.2% | +46.0% | -12.8% | +33.6% |
| 3Y | +64.5% | +98.7% | -34.2% | +62.6% |
| All | +81.6% | +3.6% | +78.0% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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