+177.9%
KO vs SPG
+64.3%
+113.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.1% | -2.2% | +1.1% | -0.7% |
| 30D | +1.6% | -5.8% | +7.3% | +2.8% |
| 3M | +5.8% | -2.8% | +8.5% | +6.4% |
| 6M | +14.3% | +8.9% | +5.4% | +12.3% |
| YTD | +27.3% | +14.3% | +13.0% | +23.9% |
| 1Y | +33.2% | +19.5% | +13.7% | +28.4% |
| 3Y | +64.5% | +106.9% | -42.4% | +40.4% |
| 5Y | +83.1% | +108.7% | -25.6% | +53.8% |
| All | +177.9% | +64.3% | +113.5% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling