+81.6%
KO vs SO
+58.1%
+23.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | +1.6% | -3.7% | +5.3% | +3.3% |
| 3M | +5.8% | -5.9% | +11.6% | +8.6% |
| 6M | +14.3% | -7.3% | +21.6% | +18.0% |
| YTD | +27.3% | +3.1% | +24.2% | +25.1% |
| 1Y | +33.2% | -1.0% | +34.2% | +33.1% |
| 3Y | +64.5% | +43.2% | +21.2% | +38.6% |
| All | +81.6% | +58.1% | +23.5% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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