+4,224.1%
KO vs SONY
+516.3%
+3,707.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.1% | -5.8% | +4.7% | -0.2% |
| 30D | +1.6% | -0.4% | +1.9% | +1.6% |
| 3M | +5.8% | +13.3% | -7.5% | +3.7% |
| 6M | +14.3% | +8.5% | +5.8% | +12.5% |
| YTD | +27.3% | -8.1% | +35.4% | +28.4% |
| 1Y | +33.2% | -17.9% | +51.1% | +36.3% |
| 3Y | +64.5% | +41.4% | +23.0% | +53.0% |
| 5Y | +83.1% | +9.3% | +73.8% | +75.0% |
| 10Y | +183.9% | +283.0% | -99.1% | +119.7% |
| All | +4,224.1% | +516.3% | +3,707.8% | +2,361.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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