+43.2%
KO vs SNY
+2.7%
+40.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.7% | 0.0% |
| 7D | +4.4% | +12.4% | -7.9% | +1.7% |
| 30D | +10.7% | +20.1% | -9.4% | +6.4% |
| 3M | +11.3% | +11.2% | +0.1% | +8.8% |
| 6M | +24.0% | +9.5% | +14.5% | +21.4% |
| YTD | +39.7% | +3.4% | +36.3% | +37.8% |
| 1Y | +43.2% | +2.0% | +41.2% | +41.5% |
| All | +43.2% | +2.7% | +40.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling