+4,250.2%
KO vs SO
+6,037.0%
-1,786.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +0.4% | +1.0% | -0.6% | 0.0% |
| 30D | +1.5% | -3.2% | +4.7% | +2.9% |
| 3M | +11.8% | -1.7% | +13.5% | +12.6% |
| 6M | +16.2% | -7.2% | +23.4% | +19.8% |
| YTD | +28.1% | +4.6% | +23.5% | +25.2% |
| 1Y | +34.8% | +1.2% | +33.5% | +33.4% |
| 3Y | +65.5% | +45.3% | +20.2% | +39.2% |
| 5Y | +81.6% | +58.7% | +22.9% | +45.8% |
| 10Y | +176.7% | +155.9% | +20.9% | +78.0% |
| All | +4,250.2% | +6,037.0% | -1,786.9% | +511.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling