+62.9%
KO vs SNY
-9.7%
+72.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -3.6% | +2.5% | -0.5% |
| 30D | +1.6% | -1.9% | +3.5% | +1.9% |
| 3M | +5.8% | -2.0% | +7.7% | +6.0% |
| 6M | +14.3% | +2.5% | +11.7% | +13.7% |
| YTD | +27.3% | -7.0% | +34.3% | +28.5% |
| 1Y | +33.2% | -4.4% | +37.6% | +33.7% |
| All | +62.9% | -9.7% | +72.6% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling