+33.6%
KO vs SNY
-4.6%
+38.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -3.6% | +2.5% | -0.4% |
| 30D | +1.6% | -1.9% | +3.5% | +2.0% |
| 3M | +5.8% | -2.0% | +7.7% | +6.0% |
| 6M | +14.3% | +2.5% | +11.7% | +14.0% |
| YTD | +27.3% | -7.0% | +34.3% | +28.5% |
| All | +33.6% | -4.6% | +38.2% | +34.3% |
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