+104.6%
KO vs SNOW
+35.3%
+69.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -0.8% | +8.4% | -9.2% | -0.8% |
| 30D | +0.8% | -1.0% | +1.7% | +0.8% |
| 3M | +8.3% | +38.3% | -30.0% | +8.4% |
| 6M | +14.0% | +81.3% | -67.3% | +14.2% |
| YTD | +26.9% | +51.1% | -24.2% | +27.3% |
| 1Y | +32.7% | +47.0% | -14.3% | +33.0% |
| 3Y | +63.9% | +99.7% | -35.8% | +62.6% |
| 5Y | +81.7% | +3.6% | +78.1% | +78.4% |
| All | +104.6% | +35.3% | +69.3% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling